+14,232.0%
DE vs OKE
+16,094.5%
-1,862.5%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +7.3% |
| 3M | +19.1% | +9.6% | +9.5% | +14.9% |
| 6M | +14.4% | +15.4% | -1.0% | +7.7% |
| YTD | +45.9% | +36.5% | +9.5% | +29.4% |
| 1Y | +43.6% | +39.0% | +4.6% | +26.2% |
| 3Y | +75.9% | +74.3% | +1.6% | +40.4% |
| 5Y | +98.8% | +141.2% | -42.4% | +40.4% |
| 10Y | +861.4% | +262.1% | +599.3% | +413.5% |
| All | +14,232.0% | +16,094.5% | -1,862.5% | +2,374.5% |
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