+573.7%
STX vs OKLO
+150.9%
+422.8%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -6.5% | +5.6% | 0.0% |
| 7D | -17.3% | +6.8% | -24.1% | -18.1% |
| 30D | -35.9% | -27.7% | -8.2% | -33.4% |
| 3M | -37.3% | -43.6% | +6.3% | -33.1% |
| 6M | -35.8% | -65.4% | +29.6% | -28.0% |
| YTD | +82.7% | -65.0% | +147.8% | +102.8% |
| 1Y | +71.6% | -77.5% | +149.1% | +96.8% |
| 3Y | +635.3% | +143.6% | +491.7% | +605.8% |
| 5Y | +483.8% | +154.7% | +329.0% | +465.6% |
| All | +573.7% | +150.9% | +422.8% | +545.4% |
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