+326.6%
OKLO vs URA
+182.6%
+143.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.3% | -0.4% | -0.5% |
| 7D | +7.7% | +5.7% | +2.0% | +2.7% |
| 30D | -4.3% | +5.6% | -9.9% | -8.3% |
| 3M | -24.6% | +6.2% | -30.8% | -26.9% |
| 6M | -31.1% | -8.2% | -22.9% | -21.2% |
| YTD | -40.7% | +9.7% | -50.3% | -39.2% |
| 1Y | -42.4% | +17.0% | -59.4% | -39.8% |
| 3Y | +310.9% | +118.5% | +192.4% | +275.2% |
| 5Y | +332.6% | +134.3% | +198.3% | +292.3% |
| All | +326.6% | +182.6% | +143.9% | +284.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling