+270.7%
OKLO vs SCHG
+84.3%
+186.4%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.0% | -10.0% |
| 7D | -12.2% | -1.0% | -11.2% | -11.4% |
| 30D | -19.7% | -1.3% | -18.5% | -18.7% |
| 3M | -37.4% | +5.4% | -42.8% | -40.0% |
| 6M | -42.3% | +14.4% | -56.7% | -47.6% |
| YTD | -49.5% | +8.0% | -57.6% | -51.7% |
| 1Y | -54.7% | +12.7% | -67.4% | -57.3% |
| 3Y | +249.6% | +85.6% | +164.0% | +199.0% |
| All | +270.7% | +84.3% | +186.4% | +219.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling