+139.7%
OKLO vs FCEL
-95.8%
+235.5%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -1.0% |
| 7D | +1.6% | -2.8% | +4.4% | +2.4% |
| 30D | -17.6% | -31.6% | +14.0% | -10.7% |
| 3M | -48.5% | -52.4% | +3.9% | -40.7% |
| 6M | -65.7% | -51.4% | -14.3% | -62.4% |
| YTD | -66.7% | +32.4% | -99.1% | -70.7% |
| 1Y | -76.5% | +37.5% | -114.0% | -79.6% |
| 3Y | +132.5% | -69.3% | +201.7% | +110.3% |
| 5Y | +142.8% | -97.1% | +240.0% | +118.4% |
| All | +139.7% | -95.8% | +235.5% | +117.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCEL.
Daily Out/Under-Performance
Portfolio return minus FCEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCEL 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 FCEL 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