+35.3%
OKE vs IDXX
-16.0%
+51.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.2% | -1.5% | -0.2% |
| 7D | +0.7% | -3.5% | +4.2% | +0.3% |
| 30D | +9.4% | -8.4% | +17.8% | +8.4% |
| 3M | +8.6% | -5.2% | +13.8% | +8.1% |
| 6M | +15.3% | -17.5% | +32.8% | +13.6% |
| YTD | +34.8% | -20.9% | +55.6% | +32.7% |
| 1Y | +35.3% | -16.4% | +51.7% | +32.6% |
| All | +35.3% | -16.0% | +51.3% | +32.6% |
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