+262.9%
OKLO vs IDXX
-23.3%
+286.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | -0.4% | -8.8% | -9.1% |
| 7D | -12.2% | -5.7% | -6.5% | -11.2% |
| 30D | -19.7% | -11.5% | -8.2% | -17.8% |
| 3M | -37.4% | -9.5% | -27.9% | -36.5% |
| 6M | -42.3% | -16.0% | -26.3% | -40.5% |
| YTD | -49.5% | -25.4% | -24.1% | -46.6% |
| 1Y | -54.7% | -21.8% | -32.9% | -52.6% |
| 3Y | +249.6% | +7.0% | +242.6% | +236.4% |
| 5Y | +268.1% | -26.0% | +294.0% | +256.6% |
| All | +262.9% | -23.3% | +286.2% | +251.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling