+16,116.0%
OKE vs D
+2,361.5%
+13,754.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.6% | +1.6% | +1.9% |
| 7D | +1.9% | +0.8% | +1.1% | +1.5% |
| 30D | +12.8% | -0.7% | +13.6% | +13.3% |
| 3M | +11.9% | +2.1% | +9.8% | +10.6% |
| 6M | +14.9% | +6.8% | +8.0% | +10.1% |
| YTD | +37.7% | +16.5% | +21.2% | +25.7% |
| 1Y | +44.1% | +19.2% | +24.9% | +29.3% |
| 3Y | +75.3% | +61.9% | +13.4% | +28.8% |
| 5Y | +144.0% | +6.5% | +137.5% | +124.1% |
| 10Y | +249.7% | +35.3% | +214.5% | +166.6% |
| All | +16,116.0% | +2,361.5% | +13,754.5% | +2,972.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling