-40.0%
UPS vs OKLO
+298.8%
-338.8%
-57.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -6.3% | +7.1% | +0.8% |
| 7D | -3.4% | +0.1% | -3.5% | -3.4% |
| 30D | -2.7% | -15.2% | +12.4% | -2.7% |
| 3M | -1.6% | -26.2% | +24.5% | -1.7% |
| 6M | +2.3% | -35.0% | +37.4% | +2.3% |
| YTD | +5.6% | -44.4% | +50.0% | +5.5% |
| 1Y | +27.1% | -45.9% | +73.0% | +27.1% |
| 3Y | -26.3% | +284.9% | -311.2% | -29.9% |
| 5Y | -34.5% | +305.3% | -339.8% | -40.4% |
| All | -40.0% | +298.8% | -338.8% | -45.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling