+257.0%
DXCM vs OKE
+266.1%
-9.1%
-66.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.9% | -2.7% | -1.9% |
| 7D | -5.5% | +1.2% | -6.8% | -5.8% |
| 30D | -8.6% | +4.5% | -13.0% | -9.4% |
| 3M | +10.3% | +9.6% | +0.7% | +8.2% |
| 6M | +25.2% | +15.4% | +9.8% | +20.9% |
| YTD | +25.1% | +36.5% | -11.4% | +16.3% |
| 1Y | +9.2% | +39.0% | -29.7% | +1.1% |
| 3Y | -22.6% | +74.3% | -96.9% | -32.1% |
| 5Y | -39.5% | +141.2% | -180.7% | -50.3% |
| All | +257.0% | +266.1% | -9.1% | +138.8% |
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