+128.4%
OKLO vs UPST
-29.4%
+157.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -1.1% | +23.8% | +23.0% |
| 7D | -6.7% | -4.9% | -1.8% | -5.3% |
| 30D | -36.0% | -8.9% | -27.2% | -34.0% |
| 3M | -44.2% | -26.3% | -17.9% | -38.1% |
| 6M | -70.4% | -23.7% | -46.7% | -67.5% |
| YTD | -67.2% | -49.9% | -17.2% | -59.3% |
| 1Y | -77.9% | -42.0% | -36.0% | -73.7% |
| 3Y | +128.4% | -25.3% | +153.7% | +159.8% |
| All | +128.4% | -29.4% | +157.8% | +159.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling