+318.1%
OKLO vs SHW
+23.8%
+294.3%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.3% | +7.2% | +6.2% |
| 7D | +12.4% | -1.2% | +13.6% | +13.1% |
| 30D | -10.6% | -11.6% | +1.0% | -4.1% |
| 3M | -26.5% | +9.1% | -35.6% | -30.0% |
| 6M | -25.6% | -0.7% | -25.0% | -25.0% |
| YTD | -39.6% | +1.4% | -41.0% | -39.8% |
| 1Y | -38.8% | -12.3% | -26.5% | -35.0% |
| 3Y | +318.1% | +23.4% | +294.7% | +308.9% |
| All | +318.1% | +23.8% | +294.3% | +308.9% |
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 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