+270.7%
OKLO vs ULTA
+44.7%
+226.1%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ULTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.1% | -11.3% | -9.8% |
| 7D | -12.2% | -3.1% | -9.2% | -11.5% |
| 30D | -19.7% | +2.8% | -22.5% | -20.7% |
| 3M | -37.4% | +14.8% | -52.2% | -40.2% |
| 6M | -42.3% | -16.2% | -26.1% | -39.5% |
| YTD | -49.5% | -9.6% | -39.9% | -48.1% |
| 1Y | -54.7% | +4.8% | -59.5% | -55.8% |
| 3Y | +249.6% | +30.7% | +218.9% | +210.2% |
| All | +270.7% | +44.7% | +226.1% | +227.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling