+141.4%
OKLO vs UPST
-92.5%
+233.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.5% |
| 7D | +1.6% | -10.6% | +12.2% | +3.4% |
| 30D | -17.6% | -14.0% | -3.6% | -15.7% |
| 3M | -48.5% | -36.8% | -11.7% | -44.8% |
| 6M | -65.7% | -27.5% | -38.1% | -63.8% |
| YTD | -66.7% | -55.3% | -11.4% | -62.7% |
| 1Y | -76.5% | -47.5% | -28.9% | -74.1% |
| 3Y | +132.5% | -10.4% | +142.9% | +157.8% |
| All | +141.4% | -92.5% | +233.9% | +173.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling