-54.7%
OKLO vs SHEL
+39.6%
-94.3%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -8.9% |
| 7D | -12.2% | +4.1% | -16.3% | -11.1% |
| 30D | -19.7% | +8.4% | -28.1% | -17.5% |
| 3M | -37.4% | +13.7% | -51.1% | -34.2% |
| 6M | -42.3% | +12.7% | -55.0% | -40.1% |
| YTD | -49.5% | +35.3% | -84.8% | -48.3% |
| 1Y | -54.7% | +39.4% | -94.1% | -50.1% |
| All | -54.7% | +39.6% | -94.3% | -50.1% |
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