-35.0%
OKLO vs SCHG
+13.1%
-48.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.4% | -5.9% | -5.1% |
| 7D | +0.1% | -2.7% | +2.8% | +8.4% |
| 30D | -15.2% | -2.2% | -13.0% | -9.2% |
| 3M | -26.2% | +6.2% | -32.3% | -37.9% |
| 6M | -35.0% | +13.4% | -48.4% | -52.4% |
| All | -35.0% | +13.1% | -48.1% | -52.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling