+19.8%
DDOG vs OKE
+43.1%
-23.3%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.4% | -3.6% | -10.8% | -14.5% |
| 7D | -32.2% | -5.2% | -27.0% | -32.3% |
| 30D | -31.7% | +1.1% | -32.9% | -31.3% |
| 3M | -34.5% | +2.2% | -36.7% | -34.2% |
| 6M | +28.7% | 0.0% | +28.6% | +29.7% |
| YTD | +38.8% | +26.5% | +12.2% | +35.8% |
| 1Y | +19.8% | +44.6% | -24.8% | -3.9% |
| All | +19.8% | +43.1% | -23.3% | -3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling