+249.6%
OKLO vs SHAK
-2.6%
+252.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +3.2% | -12.3% | -10.5% |
| 7D | -12.2% | -8.3% | -4.0% | -9.2% |
| 30D | -19.7% | -12.6% | -7.1% | -15.3% |
| 3M | -37.4% | +9.1% | -46.5% | -40.8% |
| 6M | -42.3% | -31.2% | -11.0% | -34.5% |
| YTD | -49.5% | -21.6% | -27.9% | -46.5% |
| 1Y | -54.7% | -38.8% | -15.9% | -45.9% |
| 3Y | +249.6% | +0.6% | +249.0% | +301.0% |
| All | +249.6% | -2.6% | +252.3% | +301.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling