+305.3%
OKLO vs UDR
-20.3%
+325.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.7% | -5.6% | -6.3% |
| 7D | +0.1% | -3.4% | +3.5% | +0.3% |
| 30D | -15.2% | -5.4% | -9.7% | -15.0% |
| 3M | -26.2% | -10.0% | -16.2% | -25.9% |
| 6M | -35.0% | -2.5% | -32.5% | -35.3% |
| YTD | -44.4% | -1.1% | -43.3% | -44.7% |
| 1Y | -45.9% | -3.9% | -42.0% | -46.0% |
| 3Y | +284.9% | +3.4% | +281.5% | +281.8% |
| 5Y | +305.3% | -18.9% | +324.2% | +302.0% |
| All | +305.3% | -20.3% | +325.5% | +302.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling