+168.9%
OKLO vs STLD
+314.8%
-145.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +2.1% | +11.9% | +13.5% |
| 7D | +14.1% | -9.7% | +23.8% | +16.9% |
| 30D | -22.7% | -4.5% | -18.1% | -21.7% |
| 3M | -44.6% | -13.1% | -31.5% | -43.0% |
| 6M | -63.0% | -2.8% | -60.2% | -62.9% |
| YTD | -62.6% | +35.3% | -97.9% | -64.8% |
| 1Y | -76.2% | +51.4% | -127.6% | -78.0% |
| 3Y | +160.8% | +117.9% | +42.9% | +130.0% |
| 5Y | +172.5% | +272.6% | -100.1% | +136.0% |
| All | +168.9% | +314.8% | -145.9% | +131.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 10y: compounded portfolio wealth divided by compounded STLD 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…
10y analysis · Full analysis span regression · 6 months rolling