-65.6%
OKLO vs STRL
-65.8%
+0.2%
-75.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +15.0% | -1.0% | +6.8% |
| 7D | +14.1% | -13.3% | +27.5% | +19.0% |
| 30D | -22.7% | -43.3% | +20.7% | -3.4% |
| 3M | -44.6% | -46.9% | +2.3% | -29.4% |
| All | -65.6% | -65.8% | +0.2% | -50.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling