+334.0%
OKLO vs UPST
-76.0%
+410.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.8% | +5.5% |
| 7D | +12.4% | -1.5% | +13.9% | +12.6% |
| 30D | -10.6% | -13.2% | +2.7% | -8.7% |
| 3M | -26.5% | -13.0% | -13.6% | -24.9% |
| 6M | -25.6% | -2.9% | -22.8% | -25.1% |
| YTD | -39.6% | -38.3% | -1.3% | -35.9% |
| 1Y | -38.8% | -60.5% | +21.7% | -32.2% |
| 3Y | +318.1% | -11.7% | +329.8% | +341.2% |
| 5Y | +339.7% | -90.2% | +429.9% | +359.6% |
| All | +334.0% | -76.0% | +410.0% | +349.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling