+334.0%
OKLO vs USHY
+22.8%
+311.1%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | USHY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | 0.0% | +5.0% | +5.0% |
| 7D | +12.4% | 0.0% | +12.4% | +12.4% |
| 30D | -10.6% | 0.0% | -10.5% | -10.4% |
| 3M | -26.5% | +1.2% | -27.7% | -27.5% |
| 6M | -25.6% | +2.6% | -28.3% | -27.4% |
| YTD | -39.6% | +2.4% | -42.1% | -40.8% |
| 1Y | -38.8% | +4.2% | -43.0% | -40.9% |
| 3Y | +318.1% | +28.0% | +290.0% | +273.7% |
| 5Y | +339.7% | +21.8% | +317.9% | +298.4% |
| All | +334.0% | +22.8% | +311.1% | +292.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling