+132.5%
OKLO vs UAL
+189.3%
-56.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.4% | -1.1% |
| 7D | +1.6% | -3.0% | +4.6% | +3.9% |
| 30D | -17.6% | +10.5% | -28.1% | -22.7% |
| 3M | -48.5% | -13.5% | -35.0% | -43.5% |
| 6M | -65.7% | +14.2% | -79.9% | -68.4% |
| YTD | -66.7% | -2.2% | -64.4% | -66.6% |
| 1Y | -76.5% | +12.5% | -89.0% | -78.3% |
| 3Y | +132.5% | +186.8% | -54.4% | +52.2% |
| All | +132.5% | +189.3% | -56.9% | +52.2% |
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