+262.9%
OKLO vs UDR
-14.9%
+277.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.1% | -9.1% | -9.2% |
| 7D | -12.2% | -3.5% | -8.8% | -12.1% |
| 30D | -19.7% | -5.3% | -14.4% | -19.6% |
| 3M | -37.4% | -9.5% | -27.9% | -37.2% |
| 6M | -42.3% | -0.7% | -41.6% | -42.6% |
| YTD | -49.5% | -1.2% | -48.3% | -49.8% |
| 1Y | -54.7% | -5.7% | -49.0% | -54.6% |
| 3Y | +249.6% | +3.7% | +245.9% | +246.7% |
| 5Y | +268.1% | -18.9% | +287.0% | +264.9% |
| All | +262.9% | -14.9% | +277.8% | +255.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling