+300.5%
OKLO vs UMAC
+508.0%
-207.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.4% | +4.7% | -0.6% |
| 7D | +7.7% | +3.3% | +4.4% | +7.0% |
| 30D | -4.3% | -10.4% | +6.1% | -3.7% |
| 3M | -24.6% | +1.8% | -26.4% | -26.4% |
| 6M | -31.1% | +40.7% | -71.8% | -38.7% |
| YTD | -40.7% | +90.9% | -131.6% | -49.9% |
| 1Y | -42.4% | +151.8% | -194.2% | -53.1% |
| All | +300.5% | +508.0% | -207.5% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling