+128.4%
OKLO vs URA
+36.0%
+92.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | +4.4% | +18.3% | +15.6% |
| 7D | -6.7% | -4.1% | -2.6% | +1.5% |
| 30D | -36.0% | -19.0% | -17.0% | -8.9% |
| 3M | -44.2% | -25.1% | -19.0% | -9.0% |
| 6M | -70.4% | -44.5% | -25.9% | -20.5% |
| YTD | -67.2% | -24.3% | -42.9% | -46.2% |
| 1Y | -77.9% | -28.1% | -49.8% | -59.4% |
| 3Y | +128.4% | +40.7% | +87.7% | +144.4% |
| All | +128.4% | +36.0% | +92.5% | +144.4% |
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 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