+499.9%
DDOG vs OKE
+95.5%
+404.4%
-68.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | -1.7% | +8.9% | +7.6% |
| 7D | +7.7% | -0.2% | +7.9% | +7.7% |
| 30D | -13.6% | +6.1% | -19.7% | -14.9% |
| 3M | -0.9% | +10.4% | -11.4% | -3.6% |
| 6M | +75.2% | +14.2% | +61.1% | +68.3% |
| YTD | +65.7% | +35.3% | +30.3% | +51.9% |
| 1Y | +60.4% | +40.6% | +19.8% | +45.4% |
| 3Y | +130.7% | +72.2% | +58.5% | +98.1% |
| 5Y | +59.9% | +139.6% | -79.7% | +29.0% |
| All | +499.9% | +95.5% | +404.4% | +481.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling