+139.7%
OKLO vs UTHR
+221.2%
-81.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -2.1% |
| 7D | +1.6% | +5.2% | -3.6% | +0.8% |
| 30D | -17.6% | +9.5% | -27.1% | -18.6% |
| 3M | -48.5% | +17.9% | -66.4% | -49.7% |
| 6M | -65.7% | +2.0% | -67.7% | -65.8% |
| YTD | -66.7% | +21.3% | -88.0% | -67.6% |
| 1Y | -76.5% | +27.9% | -104.3% | -77.3% |
| 3Y | +132.5% | +162.3% | -29.9% | +113.4% |
| 5Y | +142.8% | +190.7% | -47.9% | +122.8% |
| All | +139.7% | +221.2% | -81.5% | +120.2% |
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