+326.6%
OKLO vs SHAK
-37.2%
+363.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.5% | +4.8% | -0.1% |
| 7D | +7.7% | -7.2% | +14.9% | +9.6% |
| 30D | -4.3% | -11.8% | +7.5% | -1.4% |
| 3M | -24.6% | +17.2% | -41.8% | -28.1% |
| 6M | -31.1% | -34.1% | +3.0% | -24.9% |
| YTD | -40.7% | -22.4% | -18.3% | -37.9% |
| 1Y | -42.4% | -35.9% | -6.5% | -37.0% |
| 3Y | +310.9% | -3.4% | +314.3% | +351.8% |
| 5Y | +332.6% | -25.4% | +358.0% | +378.1% |
| All | +326.6% | -37.2% | +363.8% | +374.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling