-99.6%
DFNS vs OKE
+43.1%
-142.8%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | -3.6% | -14.7% | -24.4% |
| 7D | -27.7% | -5.2% | -22.4% | -35.0% |
| 30D | -58.0% | +1.1% | -59.1% | -56.6% |
| 3M | -94.0% | +2.2% | -96.2% | -93.7% |
| 6M | -94.6% | 0.0% | -94.6% | -94.1% |
| YTD | -99.4% | +26.5% | -126.0% | -99.5% |
| 1Y | -99.6% | +44.6% | -144.3% | -99.7% |
| All | -99.6% | +43.1% | -142.8% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling