+326.6%
OKLO vs UVXY
-99.8%
+426.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UVXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.5% | -4.2% | -1.3% |
| 7D | +7.7% | +2.3% | +5.4% | +8.2% |
| 30D | -4.3% | -15.0% | +10.7% | -6.8% |
| 3M | -24.6% | -39.8% | +15.2% | -29.9% |
| 6M | -31.1% | -60.0% | +28.9% | -38.4% |
| YTD | -40.7% | -48.8% | +8.2% | -43.5% |
| 1Y | -42.4% | -67.3% | +24.8% | -47.6% |
| 3Y | +310.9% | -94.8% | +405.7% | +278.4% |
| 5Y | +332.6% | -99.7% | +432.3% | +292.6% |
| All | +326.6% | -99.8% | +426.3% | +284.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling