+160.8%
OKLO vs FSLR
+38.0%
+122.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.7% | +18.7% | +15.9% |
| 7D | +14.1% | +5.3% | +8.9% | +11.3% |
| 30D | -22.7% | +7.8% | -30.4% | -25.3% |
| 3M | -44.6% | -23.4% | -21.2% | -38.6% |
| 6M | -63.0% | -12.9% | -50.1% | -60.8% |
| YTD | -62.6% | -26.7% | -35.9% | -58.6% |
| 1Y | -76.2% | -28.4% | -47.8% | -73.3% |
| 3Y | +160.8% | +44.6% | +116.3% | +152.4% |
| All | +160.8% | +38.0% | +122.9% | +152.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling