+136.0%
OKLO vs DXCM
-27.9%
+163.9%
-89.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +22.7% | -6.0% | +28.6% | +23.0% |
| 7D | -6.7% | -3.5% | -3.2% | -6.6% |
| 30D | -36.0% | -5.8% | -30.2% | -35.9% |
| 3M | -44.2% | -4.3% | -39.8% | -44.1% |
| 6M | -70.4% | +31.6% | -102.0% | -71.2% |
| YTD | -67.2% | +19.6% | -86.8% | -67.8% |
| 1Y | -77.9% | +36.9% | -114.8% | -78.5% |
| 3Y | +128.4% | -16.3% | +144.7% | +124.8% |
| 5Y | +139.1% | -50.0% | +189.1% | +139.1% |
| All | +136.0% | -27.9% | +163.9% | +133.6% |
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