+334.0%
OKLO vs STRL
+2,238.0%
-1,904.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.2% | +1.7% | +3.5% |
| 7D | +12.4% | +10.1% | +2.3% | +7.8% |
| 30D | -10.6% | -8.2% | -2.4% | -7.5% |
| 3M | -26.5% | -43.7% | +17.2% | -8.1% |
| 6M | -25.6% | +27.1% | -52.8% | -40.2% |
| YTD | -39.6% | +64.0% | -103.6% | -57.4% |
| 1Y | -38.8% | +75.2% | -113.9% | -56.6% |
| 3Y | +318.1% | +539.9% | -221.9% | +137.3% |
| 5Y | +339.7% | +2,133.0% | -1,793.3% | +150.3% |
| All | +334.0% | +2,238.0% | -1,904.0% | +146.2% |
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