-80.3%
OKLO vs UPRO
+29.4%
-109.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.9% | -10.7% | -12.3% |
| 7D | -18.4% | -2.6% | -15.9% | -16.0% |
| 30D | -38.5% | -4.3% | -34.2% | -34.8% |
| 3M | -48.9% | -4.3% | -44.7% | -45.9% |
| 6M | -67.8% | +14.7% | -82.5% | -73.2% |
| YTD | -69.2% | +28.0% | -97.2% | -77.3% |
| 1Y | -80.3% | +29.8% | -110.1% | -85.5% |
| All | -80.3% | +29.4% | -109.7% | -85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UPRO.
Daily Out/Under-Performance
Portfolio return minus UPRO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPRO 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 UPRO 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