+123.8%
STX vs OKLO
-81.5%
+205.2%
-49.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | -5.8% | -2.3% | -6.2% |
| 7D | -20.2% | -18.4% | -1.8% | -14.5% |
| 30D | -37.2% | -38.5% | +1.3% | -26.8% |
| 3M | -34.1% | -48.9% | +14.9% | -19.9% |
| 6M | -24.5% | -67.8% | +43.3% | +4.5% |
| YTD | +102.9% | -69.2% | +172.1% | +178.8% |
| 1Y | +123.8% | -80.3% | +204.1% | +243.4% |
| All | +123.8% | -81.5% | +205.2% | +243.4% |
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