+262.9%
OKLO vs UEC
+366.5%
-103.6%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.2% | -4.0% | -7.3% |
| 7D | -12.2% | -9.4% | -2.8% | -8.8% |
| 30D | -19.7% | -8.0% | -11.7% | -17.2% |
| 3M | -37.4% | -1.7% | -35.7% | -36.5% |
| 6M | -42.3% | -26.1% | -16.1% | -34.6% |
| YTD | -49.5% | -10.5% | -39.0% | -45.3% |
| 1Y | -54.7% | -13.3% | -41.4% | -49.9% |
| 3Y | +249.6% | +116.4% | +133.3% | +240.4% |
| 5Y | +268.1% | +225.5% | +42.5% | +255.5% |
| All | +262.9% | +366.5% | -103.6% | +246.9% |
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