+270.7%
OKLO vs UVXY
-99.7%
+370.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -6.8% | -2.4% | -10.4% |
| 7D | -12.2% | +2.8% | -15.0% | -11.8% |
| 30D | -19.7% | -11.4% | -8.4% | -21.3% |
| 3M | -37.4% | -41.5% | +4.1% | -42.3% |
| 6M | -42.3% | -61.0% | +18.8% | -48.9% |
| YTD | -49.5% | -49.8% | +0.3% | -52.2% |
| 1Y | -54.7% | -66.4% | +11.7% | -58.8% |
| 3Y | +249.6% | -94.8% | +344.4% | +220.3% |
| All | +270.7% | -99.7% | +370.4% | +235.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling