+161.0%
DAL vs OKE
+62.2%
+98.7%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.5% |
| 7D | -1.1% | +5.4% | -6.4% | -2.0% |
| 30D | +12.8% | -1.3% | +14.2% | +12.9% |
| 3M | -5.3% | -2.0% | -3.2% | -5.3% |
| 6M | +22.4% | +3.4% | +18.9% | +19.7% |
| YTD | +25.6% | +28.2% | -2.6% | +10.3% |
| 1Y | +45.5% | +35.7% | +9.8% | +23.8% |
| 3Y | +161.0% | +61.0% | +100.0% | +115.3% |
| All | +161.0% | +62.2% | +98.7% | +115.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling