+313.5%
OKLO vs SHW
+27.4%
+286.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.4% | +3.2% | +3.5% |
| 7D | +2.8% | -3.2% | +6.0% | +3.8% |
| 30D | -4.0% | -9.5% | +5.5% | -1.2% |
| 3M | -36.9% | +11.5% | -48.3% | -38.6% |
| 6M | -37.1% | -3.5% | -33.6% | -36.6% |
| YTD | -42.5% | +3.7% | -46.2% | -42.8% |
| 1Y | -40.7% | -7.9% | -32.8% | -39.9% |
| 3Y | +299.1% | +24.7% | +274.4% | +297.4% |
| 5Y | +317.3% | +13.6% | +303.7% | +318.0% |
| All | +313.5% | +27.4% | +286.2% | +309.5% |
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 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