+26.8%
STM vs OKLO
+168.4%
-141.6%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +14.0% | -7.2% | +5.3% |
| 7D | -5.6% | +14.1% | -19.7% | -7.0% |
| 30D | -14.4% | -22.7% | +8.2% | -12.5% |
| 3M | -20.5% | -44.6% | +24.1% | -16.3% |
| 6M | -24.5% | -63.0% | +38.5% | -18.2% |
| YTD | +72.7% | -62.6% | +135.3% | +85.6% |
| 1Y | +91.0% | -76.2% | +167.2% | +109.3% |
| 3Y | +13.5% | +160.8% | -147.3% | +3.8% |
| 5Y | -9.2% | +172.5% | -181.7% | -16.2% |
| All | +26.8% | +168.4% | -141.6% | +19.4% |
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