+240.7%
OKLO vs UMAC
+473.8%
-233.0%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.5% | -6.7% | -8.7% |
| 7D | -12.2% | -3.4% | -8.8% | -11.7% |
| 30D | -19.7% | -15.1% | -4.6% | -18.3% |
| 3M | -37.4% | -10.8% | -26.6% | -37.4% |
| 6M | -42.3% | +15.7% | -58.0% | -46.9% |
| YTD | -49.5% | +80.1% | -129.7% | -56.9% |
| 1Y | -54.7% | +116.7% | -171.4% | -62.3% |
| All | +240.7% | +473.8% | -233.0% | +144.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling