+388.6%
DAL vs OKE
+1,031.0%
-642.4%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.5% |
| 7D | +1.4% | +3.0% | -1.6% | +0.1% |
| 30D | +9.1% | -3.8% | +12.9% | +10.4% |
| 3M | -3.5% | -2.8% | -0.7% | -3.1% |
| 6M | +23.4% | +2.8% | +20.6% | +19.5% |
| YTD | +26.0% | +26.9% | -0.9% | +9.8% |
| 1Y | +44.6% | +35.4% | +9.3% | +22.3% |
| 3Y | +162.7% | +60.1% | +102.6% | +103.8% |
| 5Y | +113.0% | +84.0% | +29.0% | +53.1% |
| 10Y | +109.8% | +238.7% | -128.9% | +3.7% |
| All | +388.6% | +1,031.0% | -642.4% | -22.4% |
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