+415.5%
DAL vs OKE
+1,022.2%
-606.7%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.9% | -1.9% | -1.3% |
| 7D | +2.3% | -0.5% | +2.8% | +2.6% |
| 30D | +14.3% | -3.1% | +17.4% | +15.4% |
| 3M | +1.3% | -2.6% | +3.9% | +1.6% |
| 6M | +29.3% | +2.8% | +26.5% | +25.2% |
| YTD | +33.0% | +25.9% | +7.1% | +16.2% |
| 1Y | +59.8% | +34.0% | +25.9% | +35.8% |
| 3Y | +177.2% | +58.9% | +118.3% | +115.8% |
| 5Y | +118.4% | +81.8% | +36.6% | +57.8% |
| 10Y | +121.4% | +236.1% | -114.7% | +9.8% |
| All | +415.5% | +1,022.2% | -606.7% | -17.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling