-54.7%
OKLO vs UMAC
+129.0%
-183.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.5% | -6.7% | -8.3% |
| 7D | -12.2% | -3.4% | -8.8% | -11.1% |
| 30D | -19.7% | -15.1% | -4.6% | -17.4% |
| 3M | -37.4% | -10.8% | -26.6% | -38.4% |
| 6M | -42.3% | +15.7% | -58.0% | -54.8% |
| YTD | -49.5% | +80.1% | -129.7% | -70.7% |
| 1Y | -54.7% | +116.7% | -171.4% | -78.7% |
| All | -54.7% | +129.0% | -183.7% | -78.7% |
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