+334.0%
OKLO vs SEDG
-85.7%
+419.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SEDG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +6.5% | -1.6% | +3.9% |
| 7D | +12.4% | +12.1% | +0.3% | +10.4% |
| 30D | -10.6% | +14.7% | -25.3% | -12.6% |
| 3M | -26.5% | -43.0% | +16.5% | -21.1% |
| 6M | -25.6% | +9.0% | -34.7% | -28.3% |
| YTD | -39.6% | +26.3% | -65.9% | -43.1% |
| 1Y | -38.8% | +8.9% | -47.7% | -41.5% |
| 3Y | +318.1% | -75.5% | +393.6% | +262.5% |
| 5Y | +339.7% | -86.7% | +426.4% | +282.1% |
| All | +334.0% | -85.7% | +419.7% | +276.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling