+313.5%
OKLO vs DXCM
-20.2%
+333.7%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.0% | +5.6% | +3.7% |
| 7D | +2.8% | -3.2% | +6.0% | +3.0% |
| 30D | -4.0% | +6.3% | -10.3% | -4.5% |
| 3M | -36.9% | +21.1% | -58.0% | -37.9% |
| 6M | -37.1% | +20.6% | -57.7% | -38.3% |
| YTD | -42.5% | +32.4% | -74.9% | -43.9% |
| 1Y | -40.7% | +8.8% | -49.6% | -41.5% |
| 3Y | +299.1% | -13.7% | +312.9% | +290.9% |
| 5Y | +317.3% | -35.2% | +352.5% | +312.1% |
| All | +313.5% | -20.2% | +333.7% | +307.3% |
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