-80.3%
OKLO vs DXCM
+44.8%
-125.1%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +6.6% | -12.5% | -7.0% |
| 7D | -18.4% | +12.5% | -31.0% | -20.5% |
| 30D | -38.5% | +1.8% | -40.3% | -38.7% |
| 3M | -48.9% | +1.8% | -50.7% | -49.3% |
| 6M | -67.8% | +47.4% | -115.1% | -73.8% |
| YTD | -69.2% | +33.3% | -102.5% | -72.7% |
| 1Y | -80.3% | +44.6% | -124.9% | -82.5% |
| All | -80.3% | +44.8% | -125.1% | -82.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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