+92.4%
OKLO vs STLD
+304.5%
-212.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.2% | -7.6% | -5.6% | -11.5% |
| 7D | -28.4% | -12.5% | -15.9% | -26.2% |
| 30D | -50.2% | -6.8% | -43.4% | -49.3% |
| 3M | -55.3% | -16.4% | -39.0% | -53.7% |
| 6M | -71.9% | -6.1% | -65.8% | -71.6% |
| YTD | -73.2% | +32.0% | -105.2% | -74.7% |
| 1Y | -84.2% | +45.5% | -129.7% | -85.3% |
| 3Y | +86.4% | +106.5% | -20.1% | +65.2% |
| 5Y | +94.9% | +267.2% | -172.2% | +69.6% |
| All | +92.4% | +304.5% | -212.1% | +66.7% |
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