+299.5%
OKLO vs URA
+117.9%
+181.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -13.5% |
| 3M | -36.9% | -8.4% | -28.5% | -26.8% |
| 6M | -37.1% | -12.7% | -24.4% | -18.1% |
| YTD | -42.5% | +7.8% | -50.3% | -46.6% |
| 1Y | -40.7% | +19.5% | -60.2% | -49.7% |
| All | +299.5% | +117.9% | +181.6% | +150.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling