-14.9%
DRAM vs OKE
+2.8%
-17.7%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.4% | -2.1% |
| 7D | +18.0% | +3.0% | +14.9% | +20.7% |
| 30D | -17.4% | -3.8% | -13.6% | -20.4% |
| 3M | -20.3% | -2.8% | -17.5% | -22.0% |
| 6M | -14.9% | +2.8% | -17.7% | -8.0% |
| All | -14.9% | +2.8% | -17.7% | -8.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling