-41.6%
DIS vs OKE
+136.5%
-178.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.2% |
| 7D | -3.5% | -0.2% | -3.3% | -3.5% |
| 30D | +1.0% | +6.1% | -5.1% | -1.2% |
| 3M | +5.7% | +10.4% | -4.8% | +1.5% |
| 6M | +3.3% | +14.2% | -10.9% | -3.2% |
| YTD | -7.7% | +35.3% | -43.1% | -19.9% |
| 1Y | -10.0% | +40.6% | -50.6% | -23.4% |
| 3Y | +31.7% | +72.2% | -40.5% | -0.6% |
| All | -41.6% | +136.5% | -178.1% | -64.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling