+326.6%
OKLO vs UPRO
+168.8%
+157.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.4% | -0.3% | -1.1% |
| 7D | +7.7% | -1.3% | +9.0% | +8.2% |
| 30D | -4.3% | -5.0% | +0.7% | -2.2% |
| 3M | -24.6% | +7.5% | -32.1% | -26.3% |
| 6M | -31.1% | +33.2% | -64.3% | -37.0% |
| YTD | -40.7% | +27.7% | -68.4% | -44.7% |
| 1Y | -42.4% | +43.0% | -85.5% | -47.6% |
| 3Y | +310.9% | +224.4% | +86.5% | +244.7% |
| 5Y | +332.6% | +135.9% | +196.8% | +264.9% |
| All | +326.6% | +168.8% | +157.8% | +255.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling