+151.3%
OKLO vs UL
+34.1%
+117.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.0% | +4.1% | +2.8% |
| 7D | +16.9% | -1.7% | +18.6% | +16.5% |
| 30D | -19.7% | +4.5% | -24.2% | -19.0% |
| 3M | -45.0% | +5.5% | -50.5% | -44.4% |
| 6M | -66.9% | +17.0% | -83.9% | -66.1% |
| YTD | -64.0% | +3.2% | -67.1% | -63.9% |
| 1Y | -75.2% | -1.9% | -73.3% | -75.1% |
| All | +151.3% | +34.1% | +117.2% | +146.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling