+69.2%
SCHW vs OKLO
+262.2%
-193.0%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.2% | +9.1% | +0.3% |
| 7D | -1.9% | -12.2% | +10.4% | -1.4% |
| 30D | -1.6% | -19.7% | +18.1% | -1.0% |
| 3M | +21.3% | -37.4% | +58.7% | +23.0% |
| 6M | +16.5% | -42.3% | +58.8% | +17.8% |
| YTD | +8.4% | -49.5% | +57.9% | +9.9% |
| 1Y | +15.6% | -54.7% | +70.3% | +16.9% |
| 3Y | +86.8% | +249.6% | -162.8% | +63.6% |
| 5Y | +60.5% | +268.1% | -207.6% | +35.9% |
| All | +69.2% | +262.2% | -193.0% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling