-14.3%
UNH vs OKLO
+284.9%
-299.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -6.3% | +5.1% | -1.2% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -3.5% | -15.2% | +11.7% | -3.5% |
| 3M | -4.2% | -26.2% | +22.0% | -4.2% |
| 6M | +38.3% | -35.0% | +73.3% | +38.2% |
| YTD | +19.2% | -44.4% | +63.6% | +19.1% |
| 1Y | +15.0% | -45.9% | +60.9% | +15.1% |
| All | -14.3% | +284.9% | -299.2% | -7.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 OKLO 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