-80.3%
OKLO vs USAR
-49.3%
-31.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.9% | 0.0% | -2.3% |
| 7D | -18.4% | -21.8% | +3.3% | -5.5% |
| 30D | -38.5% | -39.9% | +1.4% | -16.9% |
| 3M | -48.9% | -52.5% | +3.6% | -20.8% |
| 6M | -67.8% | -67.9% | +0.2% | -38.1% |
| YTD | -69.2% | -31.1% | -38.1% | -65.6% |
| 1Y | -80.3% | -49.8% | -30.5% | -73.3% |
| All | -80.3% | -49.3% | -31.0% | -73.3% |
Cumulative growth
Daily Returns
Daily percentage return beside USAR.
Daily Out/Under-Performance
Portfolio return minus USAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USAR 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 USAR 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