+326.6%
OKLO vs FSLR
+127.6%
+198.9%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.8% | +3.1% | -0.5% |
| 7D | +7.7% | +0.2% | +7.5% | +7.6% |
| 30D | -4.3% | -15.1% | +10.8% | -0.3% |
| 3M | -24.6% | -22.5% | -2.1% | -19.7% |
| 6M | -31.1% | +4.0% | -35.0% | -30.7% |
| YTD | -40.7% | -22.3% | -18.4% | -37.5% |
| 1Y | -42.4% | 0.0% | -42.5% | -41.7% |
| 3Y | +310.9% | +10.9% | +300.1% | +303.0% |
| 5Y | +332.6% | +105.4% | +227.2% | +323.2% |
| All | +326.6% | +127.6% | +198.9% | +315.6% |
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 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