+128.9%
OKLO vs STZ
-37.0%
+165.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.8% | +24.4% | +22.4% |
| 7D | -6.7% | +4.9% | -11.6% | -6.1% |
| 30D | -36.0% | +20.9% | -56.9% | -34.9% |
| 3M | -44.2% | +8.0% | -52.2% | -43.5% |
| 6M | -70.4% | -5.3% | -65.1% | -70.1% |
| YTD | -67.2% | +5.9% | -73.1% | -66.9% |
| 1Y | -77.9% | +14.2% | -92.2% | -77.7% |
| All | +128.9% | -37.0% | +165.9% | +149.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling