+299.5%
OKLO vs STRL
+509.6%
-210.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +0.5% |
| 7D | +2.8% | +3.4% | -0.6% | +1.0% |
| 30D | -4.0% | -9.2% | +5.2% | +0.7% |
| 3M | -36.9% | -51.0% | +14.2% | -9.8% |
| 6M | -37.1% | +15.8% | -52.9% | -52.2% |
| YTD | -42.5% | +58.9% | -101.4% | -65.6% |
| 1Y | -40.7% | +68.5% | -109.2% | -64.9% |
| All | +299.5% | +509.6% | -210.0% | +60.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling