+62.5%
DRAM vs OKE
+2.6%
+59.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.7% | -8.5% |
| 7D | -16.6% | -5.2% | -11.4% | -20.6% |
| 30D | -26.9% | +1.1% | -28.0% | -25.3% |
| 3M | -17.8% | +2.2% | -20.0% | -14.3% |
| 6M | +6.2% | 0.0% | +6.2% | +10.4% |
| All | +62.5% | +2.6% | +59.9% | +74.2% |
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 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