-40.7%
OKLO vs UMAC
+164.0%
-204.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -3.1% | +6.6% | +4.7% |
| 7D | +2.8% | -0.9% | +3.7% | +3.1% |
| 30D | -4.0% | -7.7% | +3.7% | -4.5% |
| 3M | -36.9% | -26.4% | -10.4% | -33.4% |
| 6M | -37.1% | +61.9% | -99.0% | -59.1% |
| YTD | -42.5% | +86.5% | -129.0% | -66.9% |
| 1Y | -40.7% | +156.3% | -197.0% | -76.4% |
| All | -40.7% | +164.0% | -204.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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