+6.1%
DASH vs OKE
+220.7%
-214.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +2.0% |
| 7D | -9.4% | 0.0% | -9.4% | -9.5% |
| 30D | -5.2% | +4.6% | -9.8% | -7.0% |
| 3M | +33.1% | +6.9% | +26.2% | +28.4% |
| 6M | +18.3% | +15.8% | +2.5% | +8.7% |
| YTD | -11.2% | +35.2% | -46.4% | -24.9% |
| 1Y | -21.9% | +37.6% | -59.5% | -34.9% |
| 3Y | +144.7% | +72.0% | +72.6% | +74.9% |
| 5Y | -4.4% | +139.0% | -143.4% | -41.4% |
| All | +6.1% | +220.7% | -214.7% | -48.6% |
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