-40.7%
OKLO vs FSLR
+1.0%
-41.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +4.5% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.0% | -13.7% | +9.7% | +5.3% |
| 3M | -36.9% | -35.1% | -1.8% | -19.0% |
| 6M | -37.1% | +3.6% | -40.8% | -37.5% |
| YTD | -42.5% | -21.7% | -20.8% | -37.0% |
| 1Y | -40.7% | +1.3% | -42.0% | -45.6% |
| All | -40.7% | +1.0% | -41.7% | -45.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLR.
Daily Out/Under-Performance
Portfolio return minus FSLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLR 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 1y: compounded portfolio wealth divided by compounded FSLR 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…
1y analysis · Full analysis span regression · 6 months rolling