+10.4%
DIA vs OKE
+12.9%
-2.5%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -1.0% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.7% | +6.1% | -8.8% | -1.8% |
| 3M | +3.3% | +10.4% | -7.2% | +4.9% |
| 6M | +10.4% | +14.2% | -3.7% | +13.0% |
| All | +10.4% | +12.9% | -2.5% | +13.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling