+8.3%
DIS vs OKE
+43.1%
-34.9%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -3.6% | +7.8% | +3.7% |
| 7D | +9.1% | -5.2% | +14.3% | +8.3% |
| 30D | +14.8% | +1.1% | +13.7% | +14.9% |
| 3M | +21.2% | +2.2% | +18.9% | +21.7% |
| 6M | +18.3% | 0.0% | +18.3% | +18.6% |
| YTD | +5.4% | +26.5% | -21.2% | +3.1% |
| 1Y | +8.3% | +44.6% | -36.4% | +1.1% |
| All | +8.3% | +43.1% | -34.9% | +1.1% |
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