+2.0%
SHOP vs OKLO
+158.6%
-156.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.1% | -1.3% | +1.5% |
| 7D | -2.5% | +16.9% | -19.4% | -4.4% |
| 30D | -16.7% | -19.7% | +3.0% | -15.1% |
| 3M | -2.2% | -45.0% | +42.8% | +3.3% |
| 6M | +45.6% | -66.9% | +112.5% | +60.8% |
| YTD | -7.3% | -64.0% | +56.7% | -0.4% |
| 1Y | -6.1% | -75.2% | +69.1% | +4.3% |
| 3Y | +143.3% | +151.1% | -7.7% | +131.9% |
| 5Y | +0.2% | +162.8% | -162.7% | -7.6% |
| All | +2.0% | +158.6% | -156.6% | -6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside OKLO.
Daily Out/Under-Performance
Portfolio return minus OKLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKLO 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 10y: compounded portfolio wealth divided by compounded OKLO 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…
10y analysis · Full analysis span regression · 6 months rolling