-40.7%
OKLO vs UPST
-56.5%
+15.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +4.6% |
| 7D | +2.8% | -3.5% | +6.4% | +5.0% |
| 30D | -4.0% | -7.1% | +3.1% | +0.7% |
| 3M | -36.9% | -13.1% | -23.8% | -31.2% |
| 6M | -37.1% | -1.1% | -36.0% | -37.3% |
| YTD | -42.5% | -35.9% | -6.6% | -29.5% |
| 1Y | -40.7% | -57.4% | +16.7% | -5.0% |
| All | -40.7% | -56.5% | +15.8% | -5.0% |
Cumulative growth
Daily Returns
Daily percentage return beside UPST.
Daily Out/Under-Performance
Portfolio return minus UPST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UPST 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 UPST 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