-80.3%
OKLO vs SHAK
-21.2%
-59.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.8% | -9.7% | -6.6% |
| 7D | -18.4% | +8.3% | -26.8% | -19.9% |
| 30D | -38.5% | +16.7% | -55.2% | -40.7% |
| 3M | -48.9% | +10.0% | -58.9% | -50.3% |
| 6M | -67.8% | -23.8% | -44.0% | -64.5% |
| YTD | -69.2% | -10.3% | -58.9% | -67.6% |
| 1Y | -80.3% | -22.9% | -57.4% | -76.6% |
| All | -80.3% | -21.2% | -59.0% | -76.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 1y: compounded portfolio wealth divided by compounded SHAK 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…
1y analysis · Full analysis span regression · 6 months rolling