+23.5%
DIS vs OKE
+266.1%
-242.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.3% | +0.4% |
| 7D | +1.2% | +1.2% | -0.1% | +0.8% |
| 30D | +3.2% | +4.5% | -1.3% | +1.7% |
| 3M | +7.0% | +9.6% | -2.6% | +3.5% |
| 6M | +6.4% | +15.4% | -9.0% | +0.5% |
| YTD | -5.6% | +36.5% | -42.1% | -15.9% |
| 1Y | -7.7% | +39.0% | -46.6% | -18.4% |
| 3Y | +33.2% | +74.3% | -41.1% | +8.1% |
| 5Y | -40.3% | +141.2% | -181.5% | -56.7% |
| All | +23.5% | +266.1% | -242.6% | -23.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling