-40.7%
OKLO vs USHY
+4.6%
-45.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | 0.0% | +3.6% | +3.9% |
| 7D | +2.8% | -0.1% | +2.9% | +4.5% |
| 30D | -4.0% | +0.1% | -4.1% | -4.1% |
| 3M | -36.9% | +0.8% | -37.7% | -41.2% |
| 6M | -37.1% | +1.7% | -38.9% | -42.9% |
| YTD | -42.5% | +2.5% | -45.0% | -51.6% |
| 1Y | -40.7% | +4.4% | -45.1% | -59.9% |
| All | -40.7% | +4.6% | -45.3% | -59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USHY.
Daily Out/Under-Performance
Portfolio return minus USHY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USHY 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 USHY 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