+249.6%
OKLO vs SEDG
-77.1%
+326.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -5.6% | -3.5% | -8.0% |
| 7D | -12.2% | +1.4% | -13.6% | -12.5% |
| 30D | -19.7% | +8.3% | -28.1% | -21.2% |
| 3M | -37.4% | -40.7% | +3.3% | -31.8% |
| 6M | -42.3% | -3.9% | -38.4% | -43.9% |
| YTD | -49.5% | +20.2% | -69.7% | -53.3% |
| 1Y | -54.7% | +17.6% | -72.3% | -58.1% |
| 3Y | +249.6% | -76.6% | +326.2% | +198.9% |
| All | +249.6% | -77.1% | +326.7% | +198.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SEDG.
Daily Out/Under-Performance
Portfolio return minus SEDG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SEDG 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 SEDG 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