+64.1%
DIA vs OKE
+138.0%
-73.9%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +0.8% |
| 6M | +11.5% | +15.4% | -3.9% | +6.3% |
| YTD | +10.4% | +36.5% | -26.1% | -0.6% |
| 1Y | +15.6% | +39.0% | -23.4% | +3.3% |
| 3Y | +58.9% | +74.3% | -15.4% | +28.4% |
| All | +64.1% | +138.0% | -73.9% | +16.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling