+111.0%
DRAM vs OKE
+9.6%
+101.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.1% | -4.8% | -5.0% |
| 7D | +4.6% | 0.0% | +4.6% | +4.5% |
| 30D | +15.1% | +4.6% | +10.5% | +20.7% |
| 3M | +2.1% | +6.9% | -4.9% | +12.4% |
| All | +111.0% | +9.6% | +101.4% | +138.8% |
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 10y: 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…
10y analysis · Full analysis span regression · Available span rolling