+159.3%
OKLO vs USAR
-13.4%
+172.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | +6.5% | +7.5% | +12.2% |
| 7D | +14.1% | -1.1% | +15.2% | +15.1% |
| 30D | -22.7% | -30.3% | +7.6% | -14.8% |
| 3M | -44.6% | -54.7% | +10.1% | -32.0% |
| 6M | -63.0% | -67.5% | +4.5% | -51.1% |
| YTD | -62.6% | -26.4% | -36.2% | -57.1% |
| 1Y | -76.2% | -49.5% | -26.6% | -71.3% |
| 3Y | +160.8% | -14.5% | +175.3% | +180.2% |
| All | +159.3% | -13.4% | +172.8% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling