-80.3%
OKLO vs UL
+1.7%
-82.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.3% | -9.1% | -4.6% |
| 7D | -18.4% | +4.7% | -23.1% | -16.9% |
| 30D | -38.5% | +11.6% | -50.1% | -36.1% |
| 3M | -48.9% | +5.3% | -54.3% | -47.8% |
| 6M | -67.8% | +16.0% | -83.8% | -65.7% |
| YTD | -69.2% | +5.0% | -74.1% | -69.8% |
| 1Y | -80.3% | +1.1% | -81.4% | -80.4% |
| All | -80.3% | +1.7% | -82.0% | -80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 UL 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