+46.5%
STM vs OKLO
+325.7%
-279.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.6% |
| 7D | +1.7% | +7.7% | -6.1% | +0.9% |
| 30D | -5.2% | -4.3% | -0.8% | -4.9% |
| 3M | -29.6% | -24.6% | -5.0% | -28.0% |
| 6M | +54.4% | -31.1% | +85.4% | +58.3% |
| YTD | +99.5% | -40.7% | +140.2% | +105.8% |
| 1Y | +100.8% | -42.4% | +143.2% | +106.0% |
| 3Y | +20.2% | +310.9% | -290.7% | +5.4% |
| 5Y | +21.1% | +332.6% | -311.5% | +7.0% |
| All | +46.5% | +325.7% | -279.2% | +32.4% |
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