-10.1%
DIS vs OKE
+35.9%
-45.9%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.8% |
| 7D | -2.6% | +0.7% | -3.3% | -2.5% |
| 30D | +3.5% | +9.4% | -5.9% | +4.4% |
| 3M | +6.8% | +8.6% | -1.7% | +7.6% |
| 6M | +3.0% | +15.3% | -12.3% | +2.5% |
| YTD | -6.7% | +34.8% | -41.5% | -9.5% |
| 1Y | -10.1% | +35.3% | -45.3% | -13.8% |
| All | -10.1% | +35.9% | -45.9% | -13.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling