+59.6%
SCHW vs OKLO
+304.5%
-244.8%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +9.7% |
| 1Y | +17.8% | -45.9% | +63.8% | +18.4% |
| 3Y | +88.5% | +284.9% | -196.4% | +66.6% |
| All | +59.6% | +304.5% | -244.8% | +39.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling