+145.0%
OKLO vs SHW
+34.1%
+110.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.2% | -4.2% | -5.1% |
| 7D | +27.3% | +0.7% | +26.7% | +27.2% |
| 30D | -23.1% | +8.4% | -31.5% | -24.8% |
| 3M | -45.8% | -2.2% | -43.6% | -45.5% |
| 6M | -66.8% | +13.3% | -80.1% | -67.9% |
| YTD | -65.9% | +9.2% | -75.1% | -66.6% |
| 1Y | -78.0% | +2.9% | -80.9% | -78.2% |
| 3Y | +137.4% | +41.1% | +96.3% | +132.5% |
| 5Y | +148.2% | +11.0% | +137.3% | +145.1% |
| All | +145.0% | +34.1% | +110.9% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling