-80.3%
OKLO vs USHY
+1.9%
-82.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.7% | -6.5% | -13.0% |
| 7D | -18.4% | -0.2% | -18.2% | -16.7% |
| 30D | -38.5% | +0.7% | -39.2% | -42.6% |
| 3M | -48.9% | -2.2% | -46.7% | -32.6% |
| 6M | -67.8% | -0.9% | -66.9% | -62.3% |
| YTD | -69.2% | +0.2% | -69.3% | -65.8% |
| 1Y | -80.3% | +1.7% | -82.0% | -80.7% |
| All | -80.3% | +1.9% | -82.1% | -80.7% |
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