+55.6%
UNP vs OKLO
+158.6%
-103.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.1% | -2.6% | +0.5% |
| 7D | -2.1% | +16.9% | -19.0% | -2.1% |
| 30D | +7.3% | -19.7% | +27.0% | +7.4% |
| 3M | +3.6% | -45.0% | +48.6% | +3.8% |
| 6M | +15.8% | -66.9% | +82.8% | +16.5% |
| YTD | +32.6% | -64.0% | +96.5% | +32.9% |
| 1Y | +37.2% | -75.2% | +112.4% | +37.8% |
| 3Y | +52.6% | +151.1% | -98.5% | +43.5% |
| 5Y | +40.6% | +162.8% | -122.2% | +31.6% |
| All | +55.6% | +158.6% | -103.0% | +47.8% |
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