-80.3%
OKLO vs IDXX
-2.6%
-77.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +3.9% | -9.8% | -6.1% |
| 7D | -18.4% | +24.1% | -42.5% | -19.7% |
| 30D | -38.5% | +32.5% | -71.0% | -40.8% |
| 3M | -48.9% | +18.8% | -67.7% | -48.7% |
| 6M | -67.8% | +24.0% | -91.8% | -68.7% |
| YTD | -69.2% | +3.3% | -72.4% | -64.6% |
| 1Y | -80.3% | -3.3% | -77.0% | -76.4% |
| All | -80.3% | -2.6% | -77.7% | -76.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling