+326.6%
OKLO vs SHW
+22.4%
+304.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.2% |
| 7D | +7.7% | -3.2% | +10.9% | +8.7% |
| 30D | -4.3% | -11.4% | +7.1% | -1.0% |
| 3M | -24.6% | +3.5% | -28.1% | -25.1% |
| 6M | -31.1% | -3.4% | -27.7% | -30.3% |
| YTD | -40.7% | -0.3% | -40.3% | -40.3% |
| 1Y | -42.4% | -10.4% | -32.0% | -41.1% |
| 3Y | +310.9% | +21.3% | +289.6% | +313.5% |
| 5Y | +332.6% | +12.9% | +319.8% | +337.8% |
| All | +326.6% | +22.4% | +304.2% | +326.9% |
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