-8.3%
DIS vs OKE
+39.2%
-47.5%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.1% | +1.7% | +1.6% |
| 7D | -1.3% | 0.0% | -1.2% | -1.2% |
| 30D | +2.2% | +4.6% | -2.4% | +2.6% |
| 3M | +8.1% | +6.9% | +1.2% | +8.8% |
| 6M | +5.2% | +15.8% | -10.5% | +4.6% |
| YTD | -6.3% | +35.2% | -41.5% | -9.5% |
| All | -8.3% | +39.2% | -47.5% | -11.8% |
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