+118.4%
DAL vs OKE
+83.5%
+34.8%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.5% |
| 30D | +14.3% | -3.1% | +17.4% | +15.2% |
| 3M | +1.3% | -2.6% | +3.9% | +1.5% |
| 6M | +29.3% | +2.8% | +26.5% | +25.3% |
| YTD | +33.0% | +25.9% | +7.1% | +14.9% |
| 1Y | +59.8% | +34.0% | +25.9% | +33.6% |
| 3Y | +177.2% | +58.9% | +118.3% | +107.2% |
| 5Y | +118.4% | +81.8% | +36.6% | +45.0% |
| All | +118.4% | +83.5% | +34.8% | +45.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling