+151.4%
OKLO vs FSLR
+102.8%
+48.6%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -5.5% | -1.0% | -5.1% |
| 7D | +6.8% | -2.6% | +9.5% | +7.4% |
| 30D | -27.7% | +1.8% | -29.5% | -28.1% |
| 3M | -43.6% | -24.4% | -19.2% | -39.7% |
| 6M | -65.4% | -17.7% | -47.7% | -63.5% |
| YTD | -65.0% | -30.7% | -34.3% | -62.2% |
| 1Y | -77.5% | -33.6% | -43.9% | -75.4% |
| 3Y | +143.6% | +35.1% | +108.5% | +145.1% |
| 5Y | +154.7% | +63.1% | +91.7% | +156.3% |
| All | +151.4% | +102.8% | +48.6% | +151.5% |
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