+2,780.1%
DXCM vs OKE
+2,055.1%
+724.9%
-94.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +2.2% | -6.0% | -4.5% |
| 7D | -6.2% | +1.9% | -8.1% | -6.8% |
| 30D | -0.3% | +12.8% | -13.1% | -4.0% |
| 3M | +10.3% | +11.9% | -1.6% | +6.3% |
| 6M | +24.1% | +14.9% | +9.3% | +17.8% |
| YTD | +27.4% | +37.7% | -10.4% | +13.8% |
| 1Y | +8.4% | +44.1% | -35.7% | -4.8% |
| 3Y | -19.0% | +75.3% | -94.2% | -34.2% |
| 5Y | -38.6% | +144.0% | -182.6% | -55.7% |
| 10Y | +252.9% | +249.7% | +3.2% | +85.3% |
| All | +2,780.1% | +2,055.1% | +724.9% | +269.4% |
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