+334.0%
OKLO vs UAL
+120.5%
+213.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.8% | +7.8% | +6.0% |
| 7D | +12.4% | +3.5% | +9.0% | +10.9% |
| 30D | -10.6% | -16.5% | +5.9% | -4.2% |
| 3M | -26.5% | +2.8% | -29.3% | -27.1% |
| 6M | -25.6% | +17.6% | -43.2% | -29.8% |
| YTD | -39.6% | -3.2% | -36.4% | -39.1% |
| 1Y | -38.8% | +0.4% | -39.2% | -38.7% |
| 3Y | +318.1% | +128.2% | +189.9% | +259.3% |
| 5Y | +339.7% | +137.7% | +202.0% | +276.2% |
| All | +334.0% | +120.5% | +213.4% | +273.3% |
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