+145.0%
OKLO vs STZ
-28.6%
+173.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.4% |
| 7D | +27.3% | 0.0% | +27.3% | +27.3% |
| 30D | -23.1% | +14.7% | -37.8% | -22.2% |
| 3M | -45.8% | +8.8% | -54.6% | -45.3% |
| 6M | -66.8% | +3.1% | -69.9% | -66.5% |
| YTD | -65.9% | +7.9% | -73.8% | -65.7% |
| 1Y | -78.0% | +14.2% | -92.2% | -77.8% |
| 3Y | +137.4% | -35.2% | +172.6% | +147.0% |
| 5Y | +148.2% | -29.6% | +177.8% | +158.8% |
| All | +145.0% | -28.6% | +173.6% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 STZ 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