+305.3%
OKLO vs UMC
+134.9%
+170.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -2.5% | -3.8% | -5.7% |
| 7D | +0.1% | +11.4% | -11.3% | -2.5% |
| 30D | -15.2% | +16.8% | -32.0% | -18.5% |
| 3M | -26.2% | +19.1% | -45.3% | -29.8% |
| 6M | -35.0% | +137.4% | -172.5% | -46.6% |
| YTD | -44.4% | +186.4% | -230.8% | -56.7% |
| 1Y | -45.9% | +229.1% | -275.0% | -58.9% |
| 3Y | +284.9% | +257.9% | +27.1% | +190.2% |
| 5Y | +305.3% | +137.5% | +167.7% | +203.4% |
| All | +305.3% | +134.9% | +170.4% | +203.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling