+1,057.2%
STX vs OKLO
+298.8%
+758.4%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -6.3% | +3.7% | -1.9% |
| 7D | +8.0% | +0.1% | +7.9% | +8.0% |
| 30D | +5.1% | -15.2% | +20.3% | +7.0% |
| 3M | +5.8% | -26.2% | +31.9% | +9.1% |
| 6M | +124.9% | -35.0% | +160.0% | +133.4% |
| YTD | +213.9% | -44.4% | +258.3% | +230.2% |
| 1Y | +350.4% | -45.9% | +396.3% | +374.2% |
| 3Y | +1,314.2% | +284.9% | +1,029.3% | +1,187.9% |
| 5Y | +1,092.8% | +305.3% | +787.5% | +970.8% |
| All | +1,057.2% | +298.8% | +758.4% | +951.0% |
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