-75.2%
OKLO vs UPRO
+22.8%
-98.0%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | -2.1% |
| 7D | +16.9% | -3.8% | +20.7% | +22.8% |
| 30D | -19.7% | -8.9% | -10.9% | -9.5% |
| 3M | -45.0% | -7.4% | -37.5% | -39.3% |
| 6M | -66.9% | +1.6% | -68.5% | -67.7% |
| YTD | -64.0% | +23.2% | -87.1% | -72.1% |
| 1Y | -75.2% | +21.2% | -96.4% | -80.1% |
| All | -75.2% | +22.8% | -98.0% | -80.1% |
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