-0.9%
SHOP vs OKLO
+312.7%
-313.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.6% | -4.1% | -0.9% |
| 7D | -5.1% | +2.8% | -7.9% | -5.4% |
| 30D | +0.6% | -4.0% | +4.6% | +0.8% |
| 3M | +25.0% | -36.9% | +61.9% | +30.3% |
| 6M | +11.9% | -37.1% | +49.0% | +14.9% |
| YTD | -9.9% | -42.5% | +32.6% | -7.2% |
| 1Y | 0.0% | -40.7% | +40.7% | +1.0% |
| 3Y | +117.5% | +299.1% | -181.6% | +98.6% |
| 5Y | -6.6% | +317.3% | -323.9% | -18.0% |
| All | -0.9% | +312.7% | -313.6% | -12.4% |
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