+172.5%
OKLO vs FSLR
+66.7%
+105.7%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.0% | -4.7% | +18.7% | +15.2% |
| 7D | +14.1% | +5.3% | +8.9% | +12.3% |
| 30D | -22.7% | +7.8% | -30.4% | -24.3% |
| 3M | -44.6% | -23.4% | -21.2% | -40.8% |
| 6M | -63.0% | -12.9% | -50.1% | -61.5% |
| YTD | -62.6% | -26.7% | -35.9% | -60.0% |
| 1Y | -76.2% | -28.4% | -47.8% | -74.3% |
| 3Y | +160.8% | +44.6% | +116.3% | +158.3% |
| 5Y | +172.5% | +67.9% | +104.6% | +173.6% |
| All | +172.5% | +66.7% | +105.7% | +173.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling