+262.9%
OKLO vs USHY
+22.0%
+240.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.2% |
| 7D | -12.2% | -0.7% | -11.6% | -11.2% |
| 30D | -19.7% | -0.7% | -19.1% | -18.7% |
| 3M | -37.4% | +0.1% | -37.5% | -37.2% |
| 6M | -42.3% | +1.8% | -44.1% | -43.0% |
| YTD | -49.5% | +1.8% | -51.3% | -50.0% |
| 1Y | -54.7% | +3.3% | -58.0% | -55.7% |
| 3Y | +249.6% | +27.0% | +222.6% | +216.0% |
| 5Y | +268.1% | +21.0% | +247.1% | +237.1% |
| All | +262.9% | +22.0% | +240.9% | +231.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling