+48.5%
STM vs OKLO
+312.7%
-264.2%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.6% | -1.7% | +1.5% |
| 7D | +5.8% | +2.8% | +3.0% | +5.5% |
| 30D | -1.0% | -4.0% | +3.0% | -0.8% |
| 3M | -33.3% | -36.9% | +3.6% | -30.7% |
| 6M | +57.4% | -37.1% | +94.5% | +62.4% |
| YTD | +102.2% | -42.5% | +144.7% | +109.2% |
| 1Y | +99.6% | -40.7% | +140.3% | +104.9% |
| 3Y | +14.5% | +299.1% | -284.6% | +0.8% |
| 5Y | +21.4% | +317.3% | -295.9% | +8.2% |
| All | +48.5% | +312.7% | -264.2% | +34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling