+139.7%
OKLO vs SHW
+33.8%
+105.8%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | +1.6% | +1.9% | -0.3% | +1.2% |
| 30D | -17.6% | +8.1% | -25.7% | -19.4% |
| 3M | -48.5% | -2.8% | -45.7% | -48.1% |
| 6M | -65.7% | +15.0% | -80.7% | -66.9% |
| YTD | -66.7% | +9.0% | -75.7% | -67.3% |
| 1Y | -76.5% | +4.5% | -80.9% | -76.8% |
| 3Y | +132.5% | +41.9% | +90.6% | +127.8% |
| 5Y | +142.8% | +10.7% | +132.1% | +139.9% |
| All | +139.7% | +33.8% | +105.8% | +133.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling