+313.5%
OKLO vs FSLR
+129.2%
+184.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -1.4% | +5.0% | +3.9% |
| 7D | +2.8% | 0.0% | +2.8% | +2.8% |
| 30D | -4.0% | -13.7% | +9.7% | -0.3% |
| 3M | -36.9% | -35.1% | -1.8% | -30.0% |
| 6M | -37.1% | +3.6% | -40.8% | -36.7% |
| YTD | -42.5% | -21.7% | -20.8% | -39.5% |
| 1Y | -40.7% | +1.3% | -42.0% | -40.1% |
| 3Y | +299.1% | +9.7% | +289.4% | +290.8% |
| 5Y | +317.3% | +117.4% | +199.9% | +306.9% |
| All | +313.5% | +129.2% | +184.4% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling