+339.7%
OKLO vs STLA
-62.5%
+402.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.1% | +8.0% | +5.7% |
| 7D | +12.4% | +0.7% | +11.7% | +12.1% |
| 30D | -10.6% | -2.4% | -8.2% | -10.1% |
| 3M | -26.5% | -23.9% | -2.6% | -21.6% |
| 6M | -25.6% | -24.6% | -1.0% | -20.2% |
| YTD | -39.6% | -50.5% | +10.9% | -29.7% |
| 1Y | -38.8% | -39.8% | +1.1% | -32.4% |
| 3Y | +318.1% | -65.6% | +383.7% | +410.3% |
| 5Y | +339.7% | -62.1% | +401.8% | +434.5% |
| All | +339.7% | -62.5% | +402.2% | +434.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded STLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling