+159.1%
OKLO vs UPST
-81.7%
+240.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +0.7% | +2.3% | +3.0% |
| 7D | +16.9% | -12.1% | +29.0% | +19.2% |
| 30D | -19.7% | -13.4% | -6.3% | -18.0% |
| 3M | -45.0% | -31.2% | -13.8% | -42.0% |
| 6M | -66.9% | -28.3% | -38.6% | -65.2% |
| YTD | -64.0% | -53.0% | -11.0% | -60.3% |
| 1Y | -75.2% | -47.2% | -28.0% | -72.9% |
| 3Y | +151.1% | -1.5% | +152.6% | +175.1% |
| 5Y | +162.8% | -91.6% | +254.4% | +186.3% |
| All | +159.1% | -81.7% | +240.9% | +178.7% |
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