-80.3%
OKLO vs FSLR
-24.3%
-56.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +4.6% | -10.5% | -8.7% |
| 7D | -18.4% | +10.3% | -28.8% | -23.7% |
| 30D | -38.5% | +10.4% | -48.9% | -42.4% |
| 3M | -48.9% | -20.2% | -28.8% | -41.4% |
| 6M | -67.8% | -8.0% | -59.8% | -66.1% |
| YTD | -69.2% | -25.5% | -43.6% | -65.8% |
| 1Y | -80.3% | -26.0% | -54.3% | -77.9% |
| All | -80.3% | -24.3% | -56.0% | -77.9% |
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