+298.7%
OKLO vs USAR
+74.0%
+224.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.5% | +4.0% | +3.7% |
| 7D | +2.8% | -2.1% | +4.9% | +3.4% |
| 30D | -4.0% | +2.6% | -6.6% | -4.5% |
| 3M | -36.9% | -35.0% | -1.9% | -30.5% |
| 6M | -37.1% | -6.9% | -30.3% | -35.3% |
| YTD | -42.5% | +48.0% | -90.5% | -45.1% |
| 1Y | -40.7% | +24.8% | -65.5% | -40.3% |
| 3Y | +299.1% | +73.2% | +225.9% | +257.6% |
| All | +298.7% | +74.0% | +224.7% | +256.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling