+128.4%
OKLO vs STT
+165.4%
-36.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +0.2% | +22.5% | +22.5% |
| 7D | -6.7% | -2.5% | -4.3% | -4.1% |
| 30D | -36.0% | -5.0% | -31.1% | -32.5% |
| 3M | -44.2% | -10.5% | -33.7% | -38.3% |
| 6M | -70.4% | +10.0% | -80.4% | -73.1% |
| YTD | -67.2% | +30.7% | -97.9% | -74.5% |
| 1Y | -77.9% | +43.8% | -121.7% | -84.1% |
| 3Y | +128.4% | +168.1% | -39.7% | +9.8% |
| All | +128.4% | +165.4% | -36.9% | +9.8% |
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