+11.7%
DASH vs OKE
+219.8%
-208.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.3% | -4.3% | -4.5% |
| 7D | -10.6% | +0.7% | -11.3% | -10.8% |
| 30D | +2.2% | +9.4% | -7.2% | -1.6% |
| 3M | +32.3% | +8.6% | +23.7% | +26.7% |
| 6M | +19.1% | +15.3% | +3.8% | +9.8% |
| YTD | -6.5% | +34.8% | -41.3% | -20.8% |
| 1Y | -14.9% | +35.3% | -50.2% | -28.4% |
| 3Y | +151.9% | +69.5% | +82.5% | +81.6% |
| 5Y | +9.4% | +135.2% | -125.7% | -32.5% |
| All | +11.7% | +219.8% | -208.0% | -45.8% |
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