+139.7%
OKLO vs STZ
-28.1%
+167.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -2.9% | -2.1% |
| 7D | +1.6% | +2.6% | -1.0% | +1.8% |
| 30D | -17.6% | +15.2% | -32.8% | -16.7% |
| 3M | -48.5% | +7.6% | -56.1% | -48.0% |
| 6M | -65.7% | +5.3% | -70.9% | -65.3% |
| YTD | -66.7% | +8.6% | -75.3% | -66.4% |
| 1Y | -76.5% | +15.6% | -92.0% | -76.2% |
| 3Y | +132.5% | -35.2% | +167.6% | +142.0% |
| 5Y | +142.8% | -29.1% | +171.9% | +153.3% |
| All | +139.7% | -28.1% | +167.8% | +153.1% |
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