+0.3%
SHOP vs OKLO
+144.5%
-144.2%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.5% | +3.8% | -1.1% |
| 7D | +2.1% | +27.3% | -25.2% | -0.8% |
| 30D | -16.8% | -23.1% | +6.2% | -14.9% |
| 3M | -2.4% | -45.8% | +43.4% | +3.3% |
| 6M | +47.0% | -66.8% | +113.8% | +62.3% |
| YTD | -8.8% | -65.9% | +57.1% | -1.4% |
| 1Y | -6.3% | -78.0% | +71.7% | +5.5% |
| 3Y | +139.3% | +137.4% | +1.9% | +129.4% |
| 5Y | -12.1% | +148.2% | -160.3% | -18.5% |
| All | +0.3% | +144.5% | -144.2% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling