+632.1%
STX vs OKLO
+144.5%
+487.6%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.5% | +4.3% | -0.5% |
| 7D | +16.8% | +27.3% | -10.5% | +12.8% |
| 30D | -27.0% | -23.1% | -4.0% | -24.7% |
| 3M | -37.9% | -45.8% | +7.9% | -33.3% |
| 6M | -32.5% | -66.8% | +34.3% | -23.9% |
| YTD | +98.6% | -65.9% | +164.5% | +121.2% |
| 1Y | +93.6% | -78.0% | +171.6% | +122.8% |
| 3Y | +699.1% | +137.4% | +561.7% | +669.8% |
| 5Y | +481.0% | +148.2% | +332.8% | +465.0% |
| All | +632.1% | +144.5% | +487.6% | +603.9% |
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