+172.5%
OKLO vs STRL
+916.0%
-743.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +15.0% | -1.0% | +7.1% |
| 7D | +14.1% | -13.3% | +27.5% | +20.6% |
| 30D | -22.7% | -43.3% | +20.7% | -1.3% |
| 3M | -44.6% | -46.9% | +2.3% | -27.9% |
| 6M | -63.0% | -65.6% | +2.6% | -43.3% |
| YTD | -62.6% | -5.1% | -57.5% | -67.3% |
| 1Y | -76.2% | -23.1% | -53.1% | -76.8% |
| 3Y | +160.8% | +346.8% | -186.0% | +80.3% |
| 5Y | +172.5% | +907.2% | -734.7% | +88.7% |
| All | +172.5% | +916.0% | -743.5% | +88.7% |
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