-54.7%
OKLO vs USHY
+3.5%
-58.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | 0.0% | -9.2% | -9.5% |
| 7D | -12.2% | -0.7% | -11.6% | -4.7% |
| 30D | -19.7% | -0.7% | -19.1% | -12.3% |
| 3M | -37.4% | +0.1% | -37.5% | -36.5% |
| 6M | -42.3% | +1.8% | -44.1% | -48.0% |
| YTD | -49.5% | +1.8% | -51.3% | -53.9% |
| 1Y | -54.7% | +3.3% | -58.0% | -64.0% |
| All | -54.7% | +3.5% | -58.2% | -64.0% |
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