-78.0%
OKLO vs UEC
-46.0%
-32.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.9% | +0.5% | -0.1% |
| 7D | +27.3% | +4.9% | +22.4% | +23.5% |
| 30D | -23.1% | -17.5% | -5.6% | -7.8% |
| 3M | -45.8% | -40.1% | -5.7% | -15.4% |
| 6M | -66.8% | -56.1% | -10.7% | -32.4% |
| YTD | -65.9% | -41.8% | -24.1% | -48.3% |
| 1Y | -78.0% | -44.8% | -33.2% | -64.2% |
| All | -78.0% | -46.0% | -32.0% | -64.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling