-42.3%
OKLO vs SHW
-9.8%
-32.5%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -0.8% |
| 7D | +7.7% | -3.2% | +10.9% | +9.6% |
| 30D | -4.3% | -11.4% | +7.1% | +2.5% |
| 3M | -24.6% | +3.5% | -28.1% | -25.5% |
| 6M | -31.1% | -3.4% | -27.7% | -30.0% |
| YTD | -40.7% | -0.3% | -40.3% | -39.3% |
| All | -42.3% | -9.8% | -32.5% | -43.3% |
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