-44.2%
OKLO vs URA
-24.5%
-19.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +4.4% | +18.3% | +15.2% |
| 7D | -6.7% | -4.1% | -2.6% | +0.4% |
| 30D | -36.0% | -19.0% | -17.0% | -10.8% |
| 3M | -44.2% | -25.1% | -19.0% | -11.4% |
| All | -44.2% | -24.5% | -19.7% | -11.4% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling