+106.3%
DAL vs OKE
+142.5%
-36.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -2.3% |
| 7D | +3.4% | +1.9% | +1.5% | +2.7% |
| 30D | -13.6% | +12.8% | -26.4% | -17.5% |
| 3M | +1.2% | +11.9% | -10.7% | -3.8% |
| 6M | +34.5% | +14.9% | +19.6% | +24.7% |
| YTD | +14.7% | +37.7% | -23.0% | -3.5% |
| 1Y | +29.2% | +44.1% | -14.8% | +5.8% |
| 3Y | +100.0% | +75.3% | +24.7% | +44.5% |
| 5Y | +106.3% | +144.0% | -37.7% | +23.1% |
| All | +106.3% | +142.5% | -36.1% | +23.1% |
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