-40.7%
OKLO vs URA
+17.2%
-58.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.4% |
| 7D | +2.8% | +1.1% | +1.7% | +1.1% |
| 30D | -4.0% | +7.4% | -11.4% | -13.7% |
| 3M | -36.9% | -8.4% | -28.5% | -26.7% |
| 6M | -37.1% | -12.7% | -24.4% | -17.7% |
| YTD | -42.5% | +7.8% | -50.3% | -49.2% |
| 1Y | -40.7% | +19.5% | -60.2% | -59.1% |
| All | -40.7% | +17.2% | -58.0% | -59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 1y: compounded portfolio wealth divided by compounded URA 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…
1y analysis · Full analysis span regression · 6 months rolling