+55.8%
UNP vs OKLO
+139.2%
-83.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.2% | +1.6% | -0.6% |
| 7D | +4.2% | +1.6% | +2.7% | +4.2% |
| 30D | +5.6% | -17.6% | +23.2% | +5.7% |
| 3M | +2.0% | -48.5% | +50.5% | +2.3% |
| 6M | +15.4% | -65.7% | +81.1% | +15.9% |
| YTD | +32.7% | -66.7% | +99.4% | +33.1% |
| 1Y | +39.4% | -76.5% | +115.9% | +40.1% |
| 3Y | +54.3% | +132.5% | -78.2% | +45.1% |
| 5Y | +39.6% | +142.8% | -103.2% | +30.8% |
| All | +55.8% | +139.2% | -83.4% | +47.9% |
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