-80.3%
OKLO vs SCHG
+5.5%
-85.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.3% | -7.1% | -9.5% |
| 7D | -18.4% | -2.5% | -15.9% | -12.2% |
| 30D | -38.5% | -5.4% | -33.1% | -27.0% |
| 3M | -48.9% | -2.2% | -46.8% | -45.2% |
| 6M | -67.8% | +5.2% | -72.9% | -71.7% |
| YTD | -69.2% | +6.8% | -76.0% | -72.8% |
| 1Y | -80.3% | +5.9% | -86.2% | -81.7% |
| All | -80.3% | +5.5% | -85.8% | -81.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling