+136.0%
OKLO vs STLD
+306.3%
-170.3%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.5% | +22.2% | +22.6% |
| 7D | -6.7% | -11.1% | +4.4% | -4.2% |
| 30D | -36.0% | -4.8% | -31.3% | -35.2% |
| 3M | -44.2% | -14.6% | -29.6% | -42.4% |
| 6M | -70.4% | -7.4% | -63.0% | -70.0% |
| YTD | -67.2% | +32.6% | -99.7% | -69.0% |
| 1Y | -77.9% | +47.3% | -125.3% | -79.6% |
| 3Y | +128.4% | +107.5% | +20.9% | +102.3% |
| 5Y | +139.1% | +268.8% | -129.7% | +107.9% |
| All | +136.0% | +306.3% | -170.3% | +104.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling