+145.0%
OKLO vs DXCM
-26.1%
+171.1%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.3% | -6.7% | -5.5% |
| 7D | +27.3% | -3.6% | +31.0% | +27.5% |
| 30D | -23.1% | -4.3% | -18.8% | -22.9% |
| 3M | -45.8% | -10.4% | -35.5% | -45.5% |
| 6M | -66.8% | +33.1% | -99.9% | -67.7% |
| YTD | -65.9% | +22.6% | -88.6% | -66.6% |
| 1Y | -78.0% | +36.5% | -114.5% | -78.5% |
| 3Y | +137.4% | -13.5% | +150.8% | +133.3% |
| 5Y | +148.2% | -49.6% | +197.9% | +148.2% |
| All | +145.0% | -26.1% | +171.1% | +142.2% |
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