+168.9%
OKLO vs UPST
-80.2%
+249.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +1.6% | +12.3% | +13.7% |
| 7D | +14.1% | +4.4% | +9.7% | +13.4% |
| 30D | -22.7% | -7.7% | -15.0% | -21.7% |
| 3M | -44.6% | -28.4% | -16.1% | -41.9% |
| 6M | -63.0% | -23.2% | -39.8% | -61.5% |
| YTD | -62.6% | -49.1% | -13.5% | -59.2% |
| 1Y | -76.2% | -42.4% | -33.8% | -74.3% |
| 3Y | +160.8% | +5.4% | +155.5% | +182.6% |
| 5Y | +172.5% | -92.9% | +265.4% | +192.7% |
| All | +168.9% | -80.2% | +249.2% | +186.0% |
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 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