+6,269.7%
OKE vs DGX
+8,778.1%
-2,508.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.7% | +0.5% |
| 7D | +1.2% | -0.9% | +2.1% | +1.5% |
| 30D | +4.5% | -1.2% | +5.6% | +4.8% |
| 3M | +9.6% | +15.8% | -6.2% | +5.1% |
| 6M | +15.4% | +18.2% | -2.8% | +9.8% |
| YTD | +36.5% | +37.2% | -0.7% | +24.3% |
| 1Y | +39.0% | +30.4% | +8.6% | +28.2% |
| 3Y | +74.3% | +96.7% | -22.4% | +42.2% |
| 5Y | +141.2% | +67.2% | +74.0% | +103.6% |
| 10Y | +262.1% | +253.9% | +8.2% | +150.2% |
| All | +6,269.7% | +8,778.1% | -2,508.5% | +2,628.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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