+97.4%
STM vs OKLO
-38.6%
+135.9%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +4.9% | -5.5% | -1.7% |
| 7D | +5.2% | +12.4% | -7.2% | +2.3% |
| 30D | -7.4% | -10.6% | +3.2% | -5.3% |
| 3M | -30.6% | -26.5% | -4.1% | -26.7% |
| 6M | +66.4% | -25.6% | +92.0% | +73.8% |
| YTD | +101.1% | -39.6% | +140.8% | +114.4% |
| 1Y | +97.4% | -38.8% | +136.1% | +111.4% |
| All | +97.4% | -38.6% | +135.9% | +111.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling