+131.1%
OKLO vs USAR
-19.4%
+150.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.1% | -3.3% | -2.5% |
| 7D | +1.6% | -0.8% | +2.4% | +2.0% |
| 30D | -17.6% | -20.9% | +3.3% | -12.0% |
| 3M | -48.5% | -56.2% | +7.6% | -36.2% |
| 6M | -65.7% | -67.9% | +2.2% | -54.3% |
| YTD | -66.7% | -31.4% | -35.2% | -61.1% |
| 1Y | -76.5% | -45.1% | -31.4% | -71.5% |
| 3Y | +132.5% | -20.3% | +152.8% | +154.6% |
| All | +131.1% | -19.4% | +150.5% | +152.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling