+326.6%
OKLO vs SCHG
+94.3%
+232.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.1% |
| 7D | +7.7% | -0.9% | +8.6% | +8.5% |
| 30D | -4.3% | -2.3% | -2.0% | -2.1% |
| 3M | -24.6% | +4.5% | -29.1% | -27.0% |
| 6M | -31.1% | +13.6% | -44.7% | -36.9% |
| YTD | -40.7% | +7.6% | -48.2% | -42.9% |
| 1Y | -42.4% | +13.0% | -55.5% | -45.7% |
| 3Y | +310.9% | +87.0% | +223.9% | +253.3% |
| 5Y | +332.6% | +82.9% | +249.8% | +274.6% |
| All | +326.6% | +94.3% | +232.2% | +266.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling