+262.9%
OKLO vs SHAK
-36.6%
+299.5%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.3% | -9.9% |
| 7D | -12.2% | -8.3% | -4.0% | -10.5% |
| 30D | -19.7% | -12.6% | -7.1% | -17.2% |
| 3M | -37.4% | +9.1% | -46.5% | -39.3% |
| 6M | -42.3% | -31.2% | -11.0% | -37.8% |
| YTD | -49.5% | -21.6% | -27.9% | -47.3% |
| 1Y | -54.7% | -38.8% | -15.9% | -49.9% |
| 3Y | +249.6% | +0.6% | +249.0% | +283.2% |
| 5Y | +268.1% | -22.5% | +290.6% | +305.2% |
| All | +262.9% | -36.6% | +299.5% | +302.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling