+318.1%
OKLO vs UPRO
+230.2%
+87.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.7% | +6.6% | +6.4% |
| 7D | +12.4% | +1.5% | +10.9% | +10.8% |
| 30D | -10.6% | -3.7% | -6.8% | -7.5% |
| 3M | -26.5% | +8.0% | -34.5% | -30.8% |
| 6M | -25.6% | +38.7% | -64.3% | -41.8% |
| YTD | -39.6% | +29.5% | -69.2% | -49.8% |
| 1Y | -38.8% | +46.1% | -84.8% | -52.6% |
| 3Y | +318.1% | +229.1% | +89.0% | +170.4% |
| All | +318.1% | +230.2% | +87.9% | +170.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling