+27.3%
STM vs OKLO
+150.9%
-123.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -6.5% | +6.9% | +1.1% |
| 7D | -7.9% | +6.8% | -14.7% | -8.7% |
| 30D | -14.1% | -27.7% | +13.6% | -11.5% |
| 3M | -17.6% | -43.6% | +26.0% | -13.3% |
| 6M | -24.2% | -65.4% | +41.2% | -17.3% |
| YTD | +73.3% | -65.0% | +138.3% | +87.5% |
| 1Y | +90.1% | -77.5% | +167.6% | +109.6% |
| 3Y | +10.3% | +143.6% | -133.2% | +1.6% |
| 5Y | -5.7% | +154.7% | -160.5% | -12.4% |
| All | +27.3% | +150.9% | -123.6% | +20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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