-80.3%
OKLO vs ULTA
+27.7%
-108.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.1% | -9.9% | -7.1% |
| 7D | -18.4% | +6.7% | -25.1% | -20.1% |
| 30D | -38.5% | +21.7% | -60.2% | -42.4% |
| 3M | -48.9% | +21.5% | -70.4% | -52.0% |
| 6M | -67.8% | +27.5% | -95.3% | -69.9% |
| YTD | -69.2% | +9.2% | -78.4% | -69.0% |
| 1Y | -80.3% | +27.9% | -108.2% | -80.3% |
| All | -80.3% | +27.7% | -108.0% | -80.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ULTA.
Daily Out/Under-Performance
Portfolio return minus ULTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ULTA 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 ULTA 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