+646.2%
STX vs OKLO
+161.3%
+484.9%
-57.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +14.0% | -4.2% | +8.0% |
| 7D | -14.8% | +14.1% | -28.9% | -16.3% |
| 30D | -35.4% | -22.7% | -12.7% | -33.4% |
| 3M | -37.7% | -44.6% | +6.9% | -33.5% |
| 6M | -35.2% | -63.0% | +27.8% | -28.1% |
| YTD | +84.4% | -62.6% | +147.0% | +102.6% |
| 1Y | +82.3% | -76.2% | +158.4% | +107.0% |
| 3Y | +646.2% | +160.8% | +485.4% | +621.3% |
| All | +646.2% | +161.3% | +484.9% | +621.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling