+168.9%
OKLO vs UAL
+145.3%
+23.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.8% | +7.2% | +11.4% |
| 7D | +14.1% | +10.2% | +3.9% | +10.2% |
| 30D | -22.7% | +12.0% | -34.7% | -25.8% |
| 3M | -44.6% | -7.1% | -37.5% | -42.9% |
| 6M | -63.0% | +20.9% | -83.9% | -65.4% |
| YTD | -62.6% | +7.7% | -70.3% | -63.7% |
| 1Y | -76.2% | +23.6% | -99.7% | -77.8% |
| 3Y | +160.8% | +222.6% | -61.7% | +115.3% |
| 5Y | +172.5% | +127.9% | +44.5% | +124.6% |
| All | +168.9% | +145.3% | +23.7% | +122.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 UAL 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