-50.1%
OKLO vs UDR
-3.7%
-46.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.7% |
| 7D | +0.1% | -3.4% | +3.5% | -1.8% |
| 30D | -15.2% | -5.4% | -9.7% | -17.8% |
| 3M | -26.2% | -10.0% | -16.2% | -30.1% |
| 6M | -35.0% | -2.5% | -32.5% | -36.9% |
| YTD | -44.4% | -1.1% | -43.3% | -43.5% |
| All | -50.1% | -3.7% | -46.4% | -50.6% |
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