+242.9%
OKE vs D
+48.0%
+194.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | +5.4% | -1.4% | +6.7% | +5.9% |
| 30D | -1.3% | +7.7% | -9.1% | -4.5% |
| 3M | -2.0% | -0.3% | -1.8% | -2.2% |
| 6M | +3.4% | +10.1% | -6.6% | -1.1% |
| YTD | +28.2% | +19.1% | +9.1% | +18.5% |
| 1Y | +35.7% | +15.9% | +19.8% | +26.6% |
| 3Y | +61.0% | +75.0% | -14.0% | +24.2% |
| 5Y | +85.8% | +13.4% | +72.4% | +72.2% |
| All | +242.9% | +48.0% | +194.9% | +230.3% |
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