+310.9%
OKLO vs FCEL
-61.1%
+372.0%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -6.7% | +5.0% | +0.1% |
| 7D | +7.7% | +15.1% | -7.4% | +3.4% |
| 30D | -4.3% | -16.4% | +12.1% | -1.5% |
| 3M | -24.6% | -5.3% | -19.4% | -28.8% |
| 6M | -31.1% | +124.5% | -155.6% | -53.1% |
| YTD | -40.7% | +126.7% | -167.4% | -59.8% |
| 1Y | -42.4% | +219.9% | -262.3% | -65.1% |
| All | +310.9% | -61.1% | +372.0% | +211.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling