+151.3%
OKLO vs UPRO
+233.9%
-82.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +3.9% | -0.8% | -0.6% |
| 7D | +16.9% | -3.8% | +20.7% | +21.9% |
| 30D | -19.7% | -8.9% | -10.9% | -12.1% |
| 3M | -45.0% | -7.4% | -37.5% | -40.5% |
| 6M | -66.9% | +1.6% | -68.5% | -66.7% |
| YTD | -64.0% | +23.2% | -87.1% | -68.8% |
| 1Y | -75.2% | +21.2% | -96.4% | -78.0% |
| All | +151.3% | +233.9% | -82.6% | +61.2% |
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