+145.0%
OKLO vs FSLR
+93.1%
+51.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.6% |
| 7D | +27.3% | -12.0% | +39.3% | +31.5% |
| 30D | -23.1% | -7.7% | -15.4% | -21.6% |
| 3M | -45.8% | -24.0% | -21.8% | -42.1% |
| 6M | -66.8% | -24.4% | -42.3% | -64.3% |
| YTD | -65.9% | -34.0% | -31.9% | -62.7% |
| 1Y | -78.0% | -35.6% | -42.4% | -75.7% |
| 3Y | +137.4% | +28.7% | +108.7% | +141.9% |
| 5Y | +148.2% | +55.3% | +92.9% | +153.0% |
| All | +145.0% | +93.1% | +51.9% | +148.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling