+143.9%
DASH vs OKE
+75.5%
+68.5%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.2% | -7.5% | -5.7% |
| 7D | -11.2% | +1.9% | -13.1% | -11.5% |
| 30D | -7.3% | +12.8% | -20.1% | -9.5% |
| 3M | +31.4% | +11.9% | +19.5% | +27.8% |
| 6M | +11.9% | +14.9% | -3.0% | +7.1% |
| YTD | -11.5% | +37.7% | -49.2% | -21.0% |
| 1Y | -20.0% | +44.1% | -64.1% | -30.2% |
| 3Y | +143.9% | +75.3% | +68.7% | +92.3% |
| All | +143.9% | +75.5% | +68.5% | +92.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling