+299.5%
OKLO vs STT
+206.4%
+93.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.2% | +3.4% | +3.4% |
| 7D | +2.8% | +0.5% | +2.3% | +2.4% |
| 30D | -4.0% | +3.9% | -7.9% | -7.5% |
| 3M | -36.9% | +20.0% | -56.8% | -46.7% |
| 6M | -37.1% | +55.3% | -92.4% | -57.3% |
| YTD | -42.5% | +53.3% | -95.8% | -60.6% |
| 1Y | -40.7% | +74.7% | -115.4% | -63.5% |
| All | +299.5% | +206.4% | +93.1% | +78.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling