+305.3%
OKLO vs USHY
+20.9%
+284.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.5% | -5.8% | -5.5% |
| 7D | +0.1% | -0.7% | +0.8% | +1.3% |
| 30D | -15.2% | -0.5% | -14.6% | -14.3% |
| 3M | -26.2% | +0.5% | -26.7% | -26.4% |
| 6M | -35.0% | +1.5% | -36.5% | -35.6% |
| YTD | -44.4% | +1.7% | -46.2% | -44.9% |
| 1Y | -45.9% | +3.5% | -49.5% | -47.3% |
| 3Y | +284.9% | +27.2% | +257.8% | +248.1% |
| 5Y | +305.3% | +21.0% | +284.3% | +269.0% |
| All | +305.3% | +20.9% | +284.4% | +269.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling