+299.5%
OKLO vs UAL
+131.3%
+168.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +2.5% | +1.1% | +2.1% |
| 7D | +2.8% | +0.7% | +2.1% | +2.4% |
| 30D | -4.0% | -16.1% | +12.1% | +7.1% |
| 3M | -36.9% | +6.1% | -43.0% | -39.1% |
| 6M | -37.1% | +10.8% | -48.0% | -41.4% |
| YTD | -42.5% | -0.4% | -42.1% | -43.0% |
| 1Y | -40.7% | +5.0% | -45.7% | -42.7% |
| All | +299.5% | +131.3% | +168.2% | +169.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling