+114.1%
DASH vs OKE
+54.8%
+59.3%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | +0.6% |
| 7D | -4.8% | -7.1% | +2.3% | -4.0% |
| 30D | -7.9% | -3.2% | -4.7% | -7.8% |
| 3M | -16.3% | +0.6% | -16.9% | -16.8% |
| 6M | +10.4% | +3.3% | +7.1% | +8.1% |
| YTD | -20.1% | +22.8% | -42.9% | -27.0% |
| 1Y | -11.4% | +32.5% | -43.9% | -21.6% |
| 3Y | +114.1% | +56.2% | +57.8% | +91.3% |
| All | +114.1% | +54.8% | +59.3% | +91.3% |
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