-40.7%
OKLO vs UDR
-1.4%
-39.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.6% |
| 7D | +2.8% | -2.0% | +4.8% | +1.8% |
| 30D | -4.0% | -5.2% | +1.2% | -6.7% |
| 3M | -36.9% | -5.8% | -31.1% | -38.6% |
| 6M | -37.1% | -1.7% | -35.4% | -38.7% |
| YTD | -42.5% | +2.4% | -44.9% | -40.8% |
| 1Y | -40.7% | -2.1% | -38.6% | -33.2% |
| All | -40.7% | -1.4% | -39.3% | -33.2% |
Cumulative growth
Daily Returns
Daily percentage return beside UDR.
Daily Out/Under-Performance
Portfolio return minus UDR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UDR 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 1y: compounded portfolio wealth divided by compounded UDR 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…
1y analysis · Full analysis span regression · 6 months rolling