-42.4%
OKLO vs STRL
+72.5%
-115.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | +7.7% | +8.2% | -0.5% | +3.9% |
| 30D | -4.3% | -6.3% | +2.0% | -1.9% |
| 3M | -24.6% | -41.2% | +16.6% | -6.5% |
| 6M | -31.1% | +20.4% | -51.5% | -49.0% |
| YTD | -40.7% | +61.7% | -102.4% | -68.1% |
| 1Y | -42.4% | +72.7% | -115.2% | -74.1% |
| All | -42.4% | +72.5% | -115.0% | -74.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling