+148.2%
OKLO vs UTHR
+195.4%
-47.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UTHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.4% |
| 7D | +27.3% | +4.9% | +22.5% | +26.3% |
| 30D | -23.1% | +9.2% | -32.2% | -24.0% |
| 3M | -45.8% | +15.9% | -61.8% | -47.1% |
| 6M | -66.8% | +2.0% | -68.8% | -66.9% |
| YTD | -65.9% | +21.8% | -87.7% | -67.0% |
| 1Y | -78.0% | +28.6% | -106.6% | -78.9% |
| 3Y | +137.4% | +166.2% | -28.9% | +115.4% |
| 5Y | +148.2% | +191.8% | -43.6% | +125.4% |
| All | +148.2% | +195.4% | -47.1% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling