-26.8%
UPS vs OKLO
+310.9%
-337.7%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.7% | +0.5% | -1.3% |
| 7D | -3.7% | +7.7% | -11.4% | -3.7% |
| 30D | -3.7% | -4.3% | +0.6% | -3.7% |
| 3M | -6.6% | -24.6% | +18.1% | -6.6% |
| 6M | +2.6% | -31.1% | +33.7% | +2.5% |
| YTD | +4.8% | -40.7% | +45.5% | +4.6% |
| 1Y | +25.3% | -42.4% | +67.7% | +25.3% |
| All | -26.8% | +310.9% | -337.7% | -27.0% |
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