+313.5%
OKLO vs UPRO
+177.3%
+136.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPRO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.2% | +4.8% | +4.1% |
| 7D | +2.8% | +0.1% | +2.7% | +2.8% |
| 30D | -4.0% | -0.9% | -3.1% | -3.5% |
| 3M | -36.9% | +1.9% | -38.8% | -36.9% |
| 6M | -37.1% | +33.1% | -70.2% | -42.5% |
| YTD | -42.5% | +31.8% | -74.3% | -47.0% |
| 1Y | -40.7% | +48.3% | -89.0% | -46.8% |
| 3Y | +299.1% | +221.5% | +77.7% | +230.7% |
| 5Y | +317.3% | +136.7% | +180.5% | +248.2% |
| All | +313.5% | +177.3% | +136.2% | +240.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling