+334.0%
OKLO vs UDR
-12.5%
+346.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UDR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.7% | +5.7% | +5.0% |
| 7D | +12.4% | -2.1% | +14.5% | +12.5% |
| 30D | -10.6% | -5.6% | -4.9% | -10.3% |
| 3M | -26.5% | -5.8% | -20.7% | -26.5% |
| 6M | -25.6% | -1.1% | -24.5% | -25.9% |
| YTD | -39.6% | +1.6% | -41.3% | -40.0% |
| 1Y | -38.8% | -2.7% | -36.1% | -38.8% |
| 3Y | +318.1% | +6.3% | +311.8% | +314.1% |
| 5Y | +339.7% | -19.3% | +359.0% | +336.2% |
| All | +334.0% | -12.5% | +346.4% | +324.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling