+139.2%
OKE vs D
+4.0%
+135.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.1% |
| 7D | -0.2% | -0.4% | +0.2% | 0.0% |
| 30D | +6.1% | -2.1% | +8.1% | +6.9% |
| 3M | +10.4% | -0.7% | +11.2% | +10.8% |
| 6M | +14.2% | +5.6% | +8.6% | +11.6% |
| YTD | +35.3% | +14.6% | +20.8% | +28.1% |
| 1Y | +40.6% | +15.3% | +25.3% | +32.4% |
| 3Y | +72.2% | +59.1% | +13.1% | +41.2% |
| All | +139.2% | +4.0% | +135.2% | +137.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling