+249.6%
OKLO vs YUM
+17.9%
+231.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -2.1% | -7.1% | -9.4% |
| 7D | -12.2% | -6.1% | -6.2% | -13.0% |
| 30D | -19.7% | -5.8% | -13.9% | -20.4% |
| 3M | -37.4% | -7.6% | -29.8% | -37.9% |
| 6M | -42.3% | -9.1% | -33.1% | -42.6% |
| YTD | -49.5% | -5.5% | -44.0% | -49.6% |
| 1Y | -54.7% | -3.7% | -51.0% | -54.3% |
| 3Y | +249.6% | +17.8% | +231.8% | +243.5% |
| All | +249.6% | +17.9% | +231.7% | +243.5% |
Cumulative growth
Daily Returns
Daily percentage return beside YUM.
Daily Out/Under-Performance
Portfolio return minus YUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × YUM 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 YUM 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