+145.0%
OKLO vs UEC
+203.6%
-58.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.5% | -3.1% |
| 7D | +27.3% | +4.9% | +22.4% | +25.9% |
| 30D | -23.1% | -17.5% | -5.6% | -16.3% |
| 3M | -45.8% | -40.1% | -5.7% | -33.5% |
| 6M | -66.8% | -56.1% | -10.7% | -54.4% |
| YTD | -65.9% | -41.8% | -24.1% | -56.1% |
| 1Y | -78.0% | -44.8% | -33.2% | -71.0% |
| 3Y | +137.4% | +20.6% | +116.8% | +175.0% |
| 5Y | +148.2% | +24.3% | +123.9% | +186.1% |
| All | +145.0% | +203.6% | -58.6% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UEC.
Daily Out/Under-Performance
Portfolio return minus UEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UEC 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 UEC 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