+132.5%
OKLO vs SHW
+41.3%
+91.2%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.6% | +1.9% | -0.3% | +0.9% |
| 30D | -17.6% | +8.1% | -25.7% | -21.3% |
| 3M | -48.5% | -2.8% | -45.7% | -47.8% |
| 6M | -65.7% | +15.0% | -80.7% | -68.5% |
| YTD | -66.7% | +9.0% | -75.7% | -68.3% |
| 1Y | -76.5% | +4.5% | -80.9% | -77.2% |
| 3Y | +132.5% | +41.9% | +90.6% | +112.5% |
| All | +132.5% | +41.3% | +91.2% | +112.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling