-98.3%
DFNS vs OKE
+40.5%
-138.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +0.9% | -3.5% | -0.8% |
| 7D | -6.3% | +1.2% | -7.6% | -4.3% |
| 30D | -74.0% | +4.5% | -78.4% | -71.7% |
| 3M | -70.1% | +9.6% | -79.8% | -63.0% |
| 6M | -93.9% | +15.4% | -109.3% | -92.7% |
| YTD | -98.1% | +36.5% | -134.6% | -97.9% |
| 1Y | -98.3% | +39.0% | -137.3% | -98.2% |
| All | -98.3% | +40.5% | -138.8% | -98.2% |
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 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