+132.5%
OKLO vs FCEL
-68.7%
+201.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -5.6% | +3.4% | -0.5% |
| 7D | +1.6% | -2.8% | +4.4% | +2.7% |
| 30D | -17.6% | -31.6% | +14.0% | -7.7% |
| 3M | -48.5% | -52.4% | +3.9% | -37.2% |
| 6M | -65.7% | -51.4% | -14.3% | -61.7% |
| YTD | -66.7% | +32.4% | -99.1% | -74.1% |
| 1Y | -76.5% | +37.5% | -114.0% | -82.2% |
| 3Y | +132.5% | -69.3% | +201.7% | +108.0% |
| All | +132.5% | -68.7% | +201.1% | +108.0% |
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