+326.6%
OKLO vs STT
+180.1%
+146.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +7.7% | +1.0% | +6.7% | +7.3% |
| 30D | -4.3% | +2.8% | -7.1% | -5.4% |
| 3M | -24.6% | +18.1% | -42.8% | -29.0% |
| 6M | -31.1% | +59.2% | -90.3% | -40.9% |
| YTD | -40.7% | +51.5% | -92.1% | -48.3% |
| 1Y | -42.4% | +75.7% | -118.1% | -51.7% |
| 3Y | +310.9% | +200.8% | +110.1% | +220.3% |
| 5Y | +332.6% | +155.8% | +176.8% | +237.7% |
| All | +326.6% | +180.1% | +146.4% | +229.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling