+2,523.6%
DUK vs OKE
+16,094.5%
-13,571.0%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.2% |
| 7D | -0.7% | +1.2% | -1.9% | -0.9% |
| 30D | -2.4% | +4.5% | -6.9% | -3.4% |
| 3M | -3.0% | +9.6% | -12.6% | -5.0% |
| 6M | -6.6% | +15.4% | -21.9% | -9.7% |
| YTD | +4.6% | +36.5% | -31.9% | -2.6% |
| 1Y | +1.2% | +39.0% | -37.7% | -6.2% |
| 3Y | +45.7% | +74.3% | -28.6% | +26.7% |
| 5Y | +40.3% | +141.2% | -100.9% | +12.1% |
| 10Y | +129.9% | +262.1% | -132.2% | +50.1% |
| All | +2,523.6% | +16,094.5% | -13,571.0% | +560.5% |
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