+299.6%
OKLO vs YUM
+36.1%
+263.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | YUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.9% | -5.4% | -6.4% |
| 7D | +0.1% | -5.2% | +5.3% | -0.4% |
| 30D | -15.2% | -0.1% | -15.1% | -15.2% |
| 3M | -26.2% | -4.3% | -21.9% | -26.3% |
| 6M | -35.0% | -8.7% | -26.3% | -35.2% |
| YTD | -44.4% | -3.5% | -40.9% | -44.4% |
| 1Y | -45.9% | +0.5% | -46.4% | -45.8% |
| 3Y | +284.9% | +20.5% | +264.4% | +283.8% |
| 5Y | +305.3% | +21.8% | +283.5% | +304.5% |
| All | +299.6% | +36.1% | +263.5% | +296.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling