+151.4%
OKLO vs UAL
+145.6%
+5.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | +0.1% | -6.7% | -6.6% |
| 7D | +6.8% | +12.5% | -5.6% | +2.4% |
| 30D | -27.7% | +12.2% | -39.9% | -30.7% |
| 3M | -43.6% | -2.6% | -41.0% | -42.9% |
| 6M | -65.4% | +21.1% | -86.5% | -67.6% |
| YTD | -65.0% | +7.8% | -72.9% | -66.0% |
| 1Y | -77.5% | +25.4% | -102.9% | -79.1% |
| 3Y | +143.6% | +217.3% | -73.8% | +101.0% |
| 5Y | +154.7% | +132.9% | +21.8% | +109.8% |
| All | +151.4% | +145.6% | +5.8% | +108.0% |
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