-8.9%
DASH vs OKE
+201.1%
-210.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.0% | -3.5% |
| 7D | -4.1% | +3.0% | -7.1% | -5.2% |
| 30D | -10.6% | -3.8% | -6.8% | -9.6% |
| 3M | -18.8% | -2.8% | -15.9% | -18.4% |
| 6M | +11.2% | +2.8% | +8.4% | +7.8% |
| YTD | -23.8% | +26.9% | -50.7% | -34.3% |
| 1Y | -12.2% | +35.4% | -47.5% | -26.9% |
| 3Y | +97.3% | +60.1% | +37.2% | +44.5% |
| 5Y | -29.8% | +84.0% | -113.8% | -52.7% |
| All | -8.9% | +201.1% | -210.0% | -55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling