-99.9%
DFNS vs OKE
+70.8%
-170.6%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.7% | +1.4% |
| 7D | -3.3% | 0.0% | -3.3% | -3.5% |
| 30D | -73.1% | +4.6% | -77.7% | -71.0% |
| 3M | -71.4% | +6.9% | -78.3% | -64.0% |
| 6M | -93.8% | +15.8% | -109.6% | -91.4% |
| YTD | -98.0% | +35.2% | -133.2% | -96.8% |
| 1Y | -98.2% | +37.6% | -135.7% | -96.9% |
| All | -99.9% | +70.8% | -170.6% | -99.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling