+313.5%
OKLO vs STLA
-59.9%
+373.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +1.3% | +2.3% | +3.3% |
| 7D | +2.8% | +2.6% | +0.2% | +2.2% |
| 30D | -4.0% | -1.2% | -2.8% | -3.8% |
| 3M | -36.9% | -24.8% | -12.1% | -32.4% |
| 6M | -37.1% | -25.6% | -11.6% | -32.5% |
| YTD | -42.5% | -48.9% | +6.5% | -33.7% |
| 1Y | -40.7% | -38.8% | -1.9% | -34.9% |
| 3Y | +299.1% | -64.5% | +363.7% | +381.6% |
| 5Y | +317.3% | -62.4% | +379.7% | +402.9% |
| All | +313.5% | -59.9% | +373.5% | +395.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling