+299.6%
OKLO vs UL
+11.0%
+288.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -1.4% | -4.9% | -6.4% |
| 7D | +0.1% | -4.1% | +4.2% | -0.2% |
| 30D | -15.2% | -1.2% | -14.0% | -15.2% |
| 3M | -26.2% | +6.0% | -32.2% | -25.9% |
| 6M | -35.0% | -5.5% | -29.6% | -35.3% |
| YTD | -44.4% | -3.3% | -41.1% | -44.7% |
| 1Y | -45.9% | -9.8% | -36.1% | -46.1% |
| 3Y | +284.9% | +20.1% | +264.8% | +283.4% |
| 5Y | +305.3% | +19.2% | +286.1% | +303.8% |
| All | +299.6% | +11.0% | +288.6% | +299.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling