-42.4%
OKLO vs USAR
+25.8%
-68.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | +0.1% |
| 7D | +7.7% | -4.4% | +12.1% | +10.3% |
| 30D | -4.3% | -10.4% | +6.1% | +0.9% |
| 3M | -24.6% | -18.4% | -6.3% | -16.8% |
| 6M | -31.1% | -8.8% | -22.3% | -28.5% |
| YTD | -40.7% | +43.4% | -84.0% | -52.8% |
| 1Y | -42.4% | +21.0% | -63.4% | -36.9% |
| All | -42.4% | +25.8% | -68.3% | -36.9% |
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