+247.6%
DIA vs OKE
+266.1%
-18.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | -1.6% | +1.2% | -2.8% | -1.9% |
| 30D | -2.0% | +4.5% | -6.5% | -3.2% |
| 3M | +3.6% | +9.6% | -6.0% | +0.9% |
| 6M | +11.5% | +15.4% | -3.9% | +6.7% |
| YTD | +10.4% | +36.5% | -26.1% | +0.6% |
| 1Y | +15.6% | +39.0% | -23.4% | +4.7% |
| 3Y | +58.9% | +74.3% | -15.4% | +33.9% |
| 5Y | +65.3% | +141.2% | -75.9% | +26.5% |
| All | +247.6% | +266.1% | -18.5% | +132.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling