+6.7%
UNH vs OKLO
+333.1%
-326.4%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.9% | -4.0% | +0.9% |
| 7D | +1.1% | +12.4% | -11.3% | +1.2% |
| 30D | -1.5% | -10.6% | +9.0% | -1.5% |
| 3M | -0.8% | -26.5% | +25.7% | -0.9% |
| 6M | +41.8% | -25.6% | +67.5% | +41.7% |
| YTD | +23.1% | -39.6% | +62.7% | +23.0% |
| 1Y | +28.5% | -38.8% | +67.3% | +28.7% |
| 3Y | -11.8% | +318.1% | -329.8% | -9.9% |
| 5Y | +5.3% | +339.7% | -334.3% | +6.3% |
| All | +6.7% | +333.1% | -326.4% | +8.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling