+1,458.7%
DIS vs OKE
+15,895.1%
-14,436.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.4% | -1.6% |
| 7D | -2.6% | +0.7% | -3.3% | -2.8% |
| 30D | +3.5% | +9.4% | -5.9% | +0.5% |
| 3M | +6.8% | +8.6% | -1.7% | +3.7% |
| 6M | +3.0% | +15.3% | -12.3% | -2.6% |
| YTD | -6.7% | +34.8% | -41.5% | -16.1% |
| 1Y | -10.1% | +35.3% | -45.3% | -19.4% |
| 3Y | +33.0% | +69.5% | -36.4% | +10.0% |
| 5Y | -40.0% | +135.2% | -175.2% | -55.6% |
| 10Y | +21.1% | +261.7% | -240.7% | -30.5% |
| All | +1,458.7% | +15,895.1% | -14,436.3% | +235.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling