+334.0%
OKLO vs UMC
+220.7%
+113.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +5.1% | -0.1% | +3.7% |
| 7D | +12.4% | +6.6% | +5.8% | +10.7% |
| 30D | -10.6% | +16.6% | -27.1% | -13.9% |
| 3M | -26.5% | +11.0% | -37.5% | -28.9% |
| 6M | -25.6% | +131.3% | -156.9% | -37.9% |
| YTD | -39.6% | +182.5% | -222.1% | -52.3% |
| 1Y | -38.8% | +222.3% | -261.0% | -52.6% |
| 3Y | +318.1% | +253.0% | +65.0% | +220.8% |
| 5Y | +339.7% | +141.8% | +197.9% | +236.7% |
| All | +334.0% | +220.7% | +113.3% | +229.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling