+36.6%
OKE vs IDXX
-7.4%
+44.0%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -4.0% | +1.3% | -3.2% |
| 7D | -9.0% | +16.4% | -25.4% | -6.5% |
| 30D | -2.3% | +30.1% | -32.4% | +1.8% |
| 3M | 0.0% | +14.7% | -14.7% | +2.5% |
| 6M | -2.0% | +19.1% | -21.1% | +1.2% |
| YTD | +23.2% | -0.9% | +24.0% | +25.6% |
| 1Y | +36.6% | -6.9% | +43.5% | +39.3% |
| All | +36.6% | -7.4% | +44.0% | +39.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling