+313.5%
OKLO vs SHEL
+184.6%
+129.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.7% | +2.9% | +3.5% |
| 7D | +2.8% | +2.2% | +0.6% | +2.5% |
| 30D | -4.0% | +6.8% | -10.8% | -5.0% |
| 3M | -36.9% | +8.1% | -45.0% | -37.7% |
| 6M | -37.1% | +14.4% | -51.5% | -38.9% |
| YTD | -42.5% | +30.0% | -72.5% | -45.7% |
| 1Y | -40.7% | +33.3% | -74.0% | -44.4% |
| 3Y | +299.1% | +66.4% | +232.7% | +264.6% |
| 5Y | +317.3% | +178.6% | +138.7% | +272.8% |
| All | +313.5% | +184.6% | +129.0% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling