+334.0%
OKLO vs DXCM
-23.3%
+357.2%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.8% | +8.8% | +5.2% |
| 7D | +12.4% | -6.2% | +18.6% | +12.9% |
| 30D | -10.6% | -0.3% | -10.3% | -10.6% |
| 3M | -26.5% | +10.3% | -36.8% | -27.2% |
| 6M | -25.6% | +24.1% | -49.8% | -27.2% |
| YTD | -39.6% | +27.4% | -67.0% | -40.9% |
| 1Y | -38.8% | +8.4% | -47.1% | -39.6% |
| 3Y | +318.1% | -19.0% | +337.0% | +310.5% |
| 5Y | +339.7% | -38.6% | +378.3% | +335.3% |
| All | +334.0% | -23.3% | +357.2% | +328.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling