+1,106.1%
DIA vs OKE
+4,495.8%
-3,389.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.7% | +1.0% | -0.2% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -2.7% | +6.1% | -8.8% | -4.4% |
| 3M | +3.3% | +10.4% | -7.2% | -0.1% |
| 6M | +10.4% | +14.2% | -3.7% | +5.3% |
| YTD | +10.0% | +35.3% | -25.3% | -0.7% |
| 1Y | +16.2% | +40.6% | -24.4% | +3.5% |
| 3Y | +58.7% | +72.2% | -13.5% | +31.2% |
| 5Y | +63.6% | +139.6% | -76.0% | +20.6% |
| 10Y | +251.0% | +259.1% | -8.1% | +101.0% |
| All | +1,106.1% | +4,495.8% | -3,389.7% | +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 all: 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…
all analysis · Full analysis span regression · 6 months rolling