+87.0%
SCHW vs OKLO
+284.9%
-198.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -6.3% | +7.1% | +1.0% |
| 7D | -2.8% | +0.1% | -2.9% | -2.8% |
| 30D | -0.1% | -15.2% | +15.1% | +0.4% |
| 3M | +20.6% | -26.2% | +46.8% | +21.5% |
| 6M | +15.9% | -35.0% | +51.0% | +16.8% |
| YTD | +8.5% | -44.4% | +52.9% | +9.6% |
| 1Y | +17.8% | -45.9% | +63.8% | +18.4% |
| All | +87.0% | +284.9% | -198.0% | +68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling