+299.6%
OKLO vs FCEL
-93.2%
+392.8%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -5.9% | -0.4% | -5.2% |
| 7D | +0.1% | +6.3% | -6.2% | -1.2% |
| 30D | -15.2% | -18.8% | +3.6% | -12.7% |
| 3M | -26.2% | -3.8% | -22.4% | -28.7% |
| 6M | -35.0% | +121.1% | -156.2% | -48.6% |
| YTD | -44.4% | +113.3% | -157.7% | -55.7% |
| 1Y | -45.9% | +173.5% | -219.4% | -58.7% |
| 3Y | +284.9% | -63.9% | +348.9% | +215.6% |
| 5Y | +305.3% | -90.7% | +396.0% | +230.0% |
| All | +299.6% | -93.2% | +392.8% | +228.8% |
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