-80.3%
OKLO vs SHEL
+43.6%
-123.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -6.4% |
| 7D | -18.4% | -3.2% | -15.3% | -19.1% |
| 30D | -38.5% | +5.5% | -44.0% | -37.3% |
| 3M | -48.9% | +14.4% | -63.3% | -46.7% |
| 6M | -67.8% | +16.2% | -83.9% | -65.9% |
| YTD | -69.2% | +42.4% | -111.6% | -70.8% |
| 1Y | -80.3% | +43.3% | -123.6% | -81.3% |
| All | -80.3% | +43.6% | -123.9% | -81.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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