+258.5%
OKE vs D
+36.8%
+221.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.4% |
| 7D | +1.2% | -2.2% | +3.5% | +2.2% |
| 30D | +4.5% | -4.5% | +8.9% | +6.5% |
| 3M | +9.6% | -2.5% | +12.1% | +10.8% |
| 6M | +15.4% | +5.5% | +9.8% | +12.4% |
| YTD | +36.5% | +13.3% | +23.2% | +29.0% |
| 1Y | +39.0% | +11.8% | +27.1% | +31.7% |
| 3Y | +74.3% | +56.7% | +17.6% | +40.6% |
| 5Y | +141.2% | +4.3% | +136.9% | +131.5% |
| All | +258.5% | +36.8% | +221.7% | +228.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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 · 6 months rolling