+132.5%
OKLO vs UDR
+27.3%
+105.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.9% | -3.0% | -2.2% |
| 7D | +1.6% | -0.4% | +2.0% | +1.6% |
| 30D | -17.6% | +7.8% | -25.4% | -18.2% |
| 3M | -48.5% | -2.8% | -45.7% | -48.5% |
| 6M | -65.7% | -1.4% | -64.2% | -65.9% |
| YTD | -66.7% | +3.4% | -70.1% | -67.1% |
| 1Y | -76.5% | +9.9% | -86.3% | -77.2% |
| 3Y | +132.5% | +28.5% | +104.0% | +115.9% |
| All | +132.5% | +27.3% | +105.1% | +115.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling