-54.7%
OKLO vs UMC
+238.8%
-293.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +2.4% | -11.5% | -10.1% |
| 7D | -12.2% | +9.0% | -21.2% | -15.1% |
| 30D | -19.7% | +17.2% | -37.0% | -24.6% |
| 3M | -37.4% | +11.4% | -48.8% | -41.4% |
| 6M | -42.3% | +137.5% | -179.8% | -58.9% |
| YTD | -49.5% | +193.1% | -242.6% | -72.4% |
| 1Y | -54.7% | +240.3% | -295.0% | -79.8% |
| All | -54.7% | +238.8% | -293.5% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UMC.
Daily Out/Under-Performance
Portfolio return minus UMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMC 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 UMC 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