+316.9%
OKLO vs URA
+128.0%
+188.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.8% | +2.9% |
| 7D | +2.8% | +1.1% | +1.7% | +1.9% |
| 30D | -4.0% | +7.4% | -11.4% | -9.1% |
| 3M | -36.9% | -8.4% | -28.5% | -30.4% |
| 6M | -37.1% | -12.7% | -24.4% | -24.7% |
| YTD | -42.5% | +7.8% | -50.3% | -40.3% |
| 1Y | -40.7% | +19.5% | -60.2% | -38.6% |
| 3Y | +299.1% | +116.4% | +182.7% | +267.4% |
| All | +316.9% | +128.0% | +188.9% | +282.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling