+262.9%
OKLO vs ENPH
-79.0%
+341.9%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -1.4% | -7.8% | -9.0% |
| 7D | -12.2% | -0.1% | -12.2% | -12.2% |
| 30D | -19.7% | -10.8% | -8.9% | -18.3% |
| 3M | -37.4% | -33.8% | -3.6% | -33.7% |
| 6M | -42.3% | -16.1% | -26.2% | -40.6% |
| YTD | -49.5% | +13.4% | -62.9% | -49.9% |
| 1Y | -54.7% | -2.6% | -52.1% | -54.6% |
| 3Y | +249.6% | -70.3% | +319.9% | +272.2% |
| 5Y | +268.1% | -77.0% | +345.1% | +291.8% |
| All | +262.9% | -79.0% | +341.9% | +286.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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