-80.3%
OKLO vs UDR
+14.9%
-95.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.6% | -9.4% | -4.5% |
| 7D | -18.4% | +7.2% | -25.7% | -16.3% |
| 30D | -38.5% | +10.5% | -49.0% | -36.3% |
| 3M | -48.9% | -2.3% | -46.7% | -49.8% |
| 6M | -67.8% | +4.0% | -71.7% | -67.9% |
| YTD | -69.2% | +5.6% | -74.8% | -68.0% |
| 1Y | -80.3% | +13.0% | -93.3% | -79.9% |
| All | -80.3% | +14.9% | -95.2% | -79.9% |
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