+316.9%
OKLO vs STRL
+2,010.6%
-1,693.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +5.8% | -2.2% | +1.1% |
| 7D | +2.8% | +3.4% | -0.6% | +1.4% |
| 30D | -4.0% | -9.2% | +5.2% | -0.1% |
| 3M | -36.9% | -51.0% | +14.2% | -15.9% |
| 6M | -37.1% | +15.8% | -52.9% | -47.2% |
| YTD | -42.5% | +58.9% | -101.4% | -59.0% |
| 1Y | -40.7% | +68.5% | -109.2% | -57.5% |
| 3Y | +299.1% | +485.2% | -186.1% | +128.2% |
| All | +316.9% | +2,010.6% | -1,693.7% | +142.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling