-80.3%
OKLO vs SHW
+7.3%
-87.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.5% | -9.1% |
| 7D | -18.4% | +13.3% | -31.7% | -24.6% |
| 30D | -38.5% | +14.1% | -52.6% | -43.7% |
| 3M | -48.9% | +0.8% | -49.7% | -48.6% |
| 6M | -67.8% | +17.6% | -85.4% | -71.1% |
| YTD | -69.2% | +13.0% | -82.2% | -72.4% |
| 1Y | -80.3% | +7.0% | -87.3% | -81.8% |
| All | -80.3% | +7.3% | -87.6% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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