+60.1%
DOCN vs OKE
+136.7%
-76.6%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.3% | +3.1% | +3.0% |
| 7D | +1.1% | +0.7% | +0.4% | +0.8% |
| 30D | -9.6% | +9.4% | -19.0% | -13.8% |
| 3M | -37.7% | +8.6% | -46.3% | -41.0% |
| 6M | +115.2% | +15.3% | +99.9% | +93.3% |
| YTD | +133.7% | +34.8% | +98.9% | +87.9% |
| 1Y | +250.2% | +35.3% | +214.9% | +179.4% |
| 3Y | +320.3% | +69.5% | +250.8% | +168.5% |
| All | +60.1% | +136.7% | -76.6% | -29.7% |
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