+151.4%
OKLO vs DXCM
-27.4%
+178.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -1.4% | -5.1% | -6.4% |
| 7D | +6.8% | -3.7% | +10.5% | +7.0% |
| 30D | -27.7% | -5.0% | -22.7% | -27.5% |
| 3M | -43.6% | -8.8% | -34.8% | -43.4% |
| 6M | -65.4% | +31.9% | -97.3% | -66.4% |
| YTD | -65.0% | +20.4% | -85.5% | -65.7% |
| 1Y | -77.5% | +45.7% | -123.2% | -78.1% |
| 3Y | +143.6% | -15.0% | +158.6% | +139.6% |
| 5Y | +154.7% | -48.5% | +203.2% | +154.3% |
| All | +151.4% | -27.4% | +178.9% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling