-80.3%
OKLO vs UTHR
+40.6%
-120.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.2% | -7.0% | -6.0% |
| 7D | -18.4% | +3.8% | -22.2% | -18.9% |
| 30D | -38.5% | +13.4% | -51.9% | -39.8% |
| 3M | -48.9% | +17.3% | -66.3% | -50.3% |
| 6M | -67.8% | +4.7% | -72.4% | -67.9% |
| YTD | -69.2% | +24.9% | -94.1% | -70.0% |
| 1Y | -80.3% | +39.1% | -119.4% | -79.6% |
| All | -80.3% | +40.6% | -120.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside UTHR.
Daily Out/Under-Performance
Portfolio return minus UTHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UTHR 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 UTHR 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