-38.8%
OKLO vs URA
+20.2%
-59.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.1% | +1.8% | +0.1% |
| 7D | +12.4% | +8.1% | +4.3% | -0.5% |
| 30D | -10.6% | +5.8% | -16.3% | -18.0% |
| 3M | -26.5% | +3.4% | -30.0% | -29.3% |
| 6M | -25.6% | -2.6% | -23.0% | -17.9% |
| YTD | -39.6% | +11.2% | -50.8% | -49.2% |
| 1Y | -38.8% | +19.8% | -58.6% | -57.3% |
| All | -38.8% | +20.2% | -59.0% | -57.3% |
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