+249.6%
OKLO vs UVXY
-94.8%
+344.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.8% | -2.4% | -11.1% |
| 7D | -12.2% | +2.8% | -15.0% | -11.5% |
| 30D | -19.7% | -11.4% | -8.4% | -22.2% |
| 3M | -37.4% | -41.5% | +4.1% | -45.2% |
| 6M | -42.3% | -61.0% | +18.8% | -52.7% |
| YTD | -49.5% | -49.8% | +0.3% | -53.9% |
| 1Y | -54.7% | -66.4% | +11.7% | -61.4% |
| 3Y | +249.6% | -94.8% | +344.4% | +214.8% |
| All | +249.6% | -94.8% | +344.4% | +214.8% |
Cumulative growth
Daily Returns
Daily percentage return beside UVXY.
Daily Out/Under-Performance
Portfolio return minus UVXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UVXY 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 3y: compounded portfolio wealth divided by compounded UVXY 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…
3y analysis · Full analysis span regression · 6 months rolling