+132.5%
OKLO vs UEC
+18.1%
+114.4%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | -0.1% | -0.6% |
| 7D | +1.6% | -3.8% | +5.3% | +5.1% |
| 30D | -17.6% | -13.5% | -4.1% | -6.7% |
| 3M | -48.5% | -40.5% | -8.0% | -23.1% |
| 6M | -65.7% | -56.7% | -9.0% | -35.5% |
| YTD | -66.7% | -43.0% | -23.7% | -48.2% |
| 1Y | -76.5% | -42.5% | -33.9% | -63.2% |
| 3Y | +132.5% | +11.6% | +120.9% | +156.2% |
| All | +132.5% | +18.1% | +114.4% | +156.2% |
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 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