+99.6%
DE vs OKE
+138.0%
-38.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.3% | -0.6% |
| 7D | -2.6% | +1.2% | -3.8% | -3.0% |
| 30D | +9.0% | +4.5% | +4.5% | +7.2% |
| 3M | +19.1% | +9.6% | +9.5% | +14.7% |
| 6M | +14.4% | +15.4% | -1.0% | +7.1% |
| YTD | +45.9% | +36.5% | +9.5% | +27.2% |
| 1Y | +43.6% | +39.0% | +4.6% | +23.9% |
| 3Y | +75.9% | +74.3% | +1.6% | +30.2% |
| All | +99.6% | +138.0% | -38.4% | +18.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling