+313.5%
OKLO vs UL
+15.6%
+297.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.1% | +3.7% | +3.6% |
| 7D | +2.8% | -1.3% | +4.2% | +2.7% |
| 30D | -4.0% | +0.5% | -4.5% | -4.0% |
| 3M | -36.9% | +17.6% | -54.5% | -36.4% |
| 6M | -37.1% | -5.4% | -31.8% | -37.4% |
| YTD | -42.5% | +0.7% | -43.2% | -42.6% |
| 1Y | -40.7% | -9.3% | -31.5% | -40.7% |
| 3Y | +299.1% | +24.5% | +274.6% | +298.7% |
| 5Y | +317.3% | +23.2% | +294.1% | +317.1% |
| All | +313.5% | +15.6% | +297.9% | +314.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling