+70.5%
DOCN vs OKE
+142.5%
-72.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.2% | +3.7% | +3.1% |
| 7D | -19.2% | -11.3% | -7.9% | -14.5% |
| 30D | -43.1% | -2.2% | -40.9% | -42.6% |
| 3M | -40.7% | -2.0% | -38.7% | -40.5% |
| 6M | -55.0% | +1.8% | -56.8% | -56.4% |
| YTD | +50.6% | +21.7% | +29.0% | +28.4% |
| 1Y | +54.0% | +31.9% | +22.1% | +24.5% |
| 3Y | +203.9% | +49.1% | +154.8% | +116.6% |
| 5Y | -29.4% | +71.9% | -101.3% | -55.0% |
| All | +70.5% | +142.5% | -72.0% | -5.6% |
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