-80.3%
OKLO vs URA
-32.2%
-48.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.8% | -4.2% |
| 7D | -18.4% | -10.5% | -7.9% | -3.5% |
| 30D | -38.5% | -18.6% | -19.9% | -15.6% |
| 3M | -48.9% | -23.0% | -25.9% | -23.0% |
| 6M | -67.8% | -40.3% | -27.5% | -26.3% |
| YTD | -69.2% | -23.5% | -45.7% | -55.0% |
| 1Y | -80.3% | -31.1% | -49.2% | -63.7% |
| All | -80.3% | -32.2% | -48.1% | -63.7% |
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