+313.5%
OKLO vs UPST
-75.1%
+388.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UPST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.6% | +5.2% | +3.8% |
| 7D | +2.8% | -3.5% | +6.4% | +3.3% |
| 30D | -4.0% | -7.1% | +3.1% | -2.9% |
| 3M | -36.9% | -13.1% | -23.8% | -35.5% |
| 6M | -37.1% | -1.1% | -36.0% | -36.8% |
| YTD | -42.5% | -35.9% | -6.6% | -39.2% |
| 1Y | -40.7% | -57.4% | +16.7% | -34.9% |
| 3Y | +299.1% | -14.9% | +314.0% | +319.2% |
| 5Y | +317.3% | -88.7% | +405.9% | +333.8% |
| All | +313.5% | -75.1% | +388.6% | +326.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling