+326.6%
OKLO vs STZ
-40.5%
+367.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.5% | -2.2% | -1.7% |
| 7D | +7.7% | -6.0% | +13.7% | +7.5% |
| 30D | -4.3% | -8.9% | +4.6% | -4.6% |
| 3M | -24.6% | -12.6% | -12.1% | -24.9% |
| 6M | -31.1% | -17.2% | -13.9% | -31.3% |
| YTD | -40.7% | -10.0% | -30.7% | -41.0% |
| 1Y | -42.4% | -14.3% | -28.1% | -42.7% |
| 3Y | +310.9% | -49.9% | +360.8% | +322.0% |
| 5Y | +332.6% | -38.2% | +370.9% | +346.3% |
| All | +326.6% | -40.5% | +367.0% | +344.2% |
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