+310.9%
OKLO vs UEC
+146.8%
+164.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | +0.1% |
| 7D | +7.7% | -0.2% | +7.9% | +7.9% |
| 30D | -4.3% | +1.9% | -6.2% | -6.5% |
| 3M | -24.6% | +8.9% | -33.5% | -29.7% |
| 6M | -31.1% | -14.5% | -16.6% | -23.1% |
| YTD | -40.7% | -0.7% | -40.0% | -40.0% |
| 1Y | -42.4% | -4.1% | -38.4% | -40.9% |
| All | +310.9% | +146.8% | +164.1% | +198.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling