+151.4%
OKLO vs STRL
+1,248.0%
-1,096.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -0.4% | -6.1% | -6.4% |
| 7D | +6.8% | -19.8% | +26.6% | +16.9% |
| 30D | -27.7% | -43.6% | +15.9% | -8.1% |
| 3M | -43.6% | -45.2% | +1.6% | -28.1% |
| 6M | -65.4% | -65.7% | +0.3% | -47.4% |
| YTD | -65.0% | -5.4% | -59.6% | -69.1% |
| 1Y | -77.5% | -24.7% | -52.8% | -77.7% |
| 3Y | +143.6% | +335.0% | -191.4% | +73.1% |
| 5Y | +154.7% | +915.3% | -760.6% | +81.1% |
| All | +151.4% | +1,248.0% | -1,096.6% | +78.6% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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