+151.4%
OKLO vs STLD
+330.4%
-179.0%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +3.8% | -10.3% | -7.3% |
| 7D | +6.8% | -4.7% | +11.5% | +8.1% |
| 30D | -27.7% | -0.9% | -26.7% | -27.4% |
| 3M | -43.6% | -11.9% | -31.7% | -42.2% |
| 6M | -65.4% | +0.9% | -66.3% | -65.6% |
| YTD | -65.0% | +40.4% | -105.5% | -67.4% |
| 1Y | -77.5% | +56.6% | -134.1% | -79.4% |
| 3Y | +143.6% | +125.5% | +18.1% | +112.9% |
| 5Y | +154.7% | +292.8% | -138.1% | +118.6% |
| All | +151.4% | +330.4% | -179.0% | +114.9% |
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