+2,739.2%
DXCM vs OKE
+1,905.7%
+833.4%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +2.1% |
| 7D | +4.9% | +5.4% | -0.4% | +3.3% |
| 30D | -0.2% | -1.3% | +1.2% | 0.0% |
| 3M | -8.9% | -2.0% | -6.9% | -8.7% |
| 6M | +42.3% | +3.4% | +38.8% | +39.7% |
| YTD | +25.6% | +28.2% | -2.6% | +14.3% |
| 1Y | +39.5% | +35.7% | +3.9% | +24.6% |
| 3Y | -15.3% | +61.0% | -76.3% | -29.4% |
| 5Y | -48.4% | +85.8% | -134.2% | -59.6% |
| 10Y | +411.4% | +242.1% | +169.3% | +168.0% |
| All | +2,739.2% | +1,905.7% | +833.4% | +271.1% |
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 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