+489.1%
DDOG vs OKE
+97.1%
+392.0%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.2% | -0.5% |
| 7D | +3.9% | +1.2% | +2.6% | +3.5% |
| 30D | -8.2% | +4.5% | -12.7% | -9.2% |
| 3M | -5.6% | +9.6% | -15.2% | -7.9% |
| 6M | +73.5% | +15.4% | +58.1% | +66.2% |
| YTD | +62.7% | +36.5% | +26.2% | +48.8% |
| 1Y | +59.0% | +39.0% | +20.0% | +44.6% |
| 3Y | +117.1% | +74.3% | +42.8% | +86.0% |
| 5Y | +61.3% | +141.2% | -79.9% | +29.9% |
| All | +489.1% | +97.1% | +392.0% | +470.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling