+262.9%
OKLO vs UTHR
+170.1%
+92.8%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.3% | -7.8% | -9.0% |
| 7D | -12.2% | +1.9% | -14.2% | -12.5% |
| 30D | -19.7% | -2.9% | -16.9% | -19.4% |
| 3M | -37.4% | -8.9% | -28.5% | -36.6% |
| 6M | -42.3% | -8.7% | -33.5% | -41.4% |
| YTD | -49.5% | +2.0% | -51.5% | -49.7% |
| 1Y | -54.7% | +22.8% | -77.5% | -55.9% |
| 3Y | +249.6% | +120.6% | +129.0% | +229.2% |
| 5Y | +268.1% | +136.4% | +131.7% | +247.3% |
| All | +262.9% | +170.1% | +92.8% | +242.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling