+11,419.9%
OKE vs DAR
+1,817.4%
+9,602.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.8% | +1.9% |
| 7D | +1.9% | -0.9% | +2.8% | +2.0% |
| 30D | +12.8% | +13.0% | -0.1% | +11.5% |
| 3M | +11.9% | +15.0% | -3.1% | +10.4% |
| 6M | +14.9% | +26.8% | -12.0% | +12.2% |
| YTD | +37.7% | +86.4% | -48.7% | +29.7% |
| 1Y | +44.1% | +115.1% | -71.0% | +33.6% |
| 3Y | +75.3% | +14.6% | +60.6% | +70.1% |
| 5Y | +144.0% | -8.8% | +152.8% | +140.8% |
| 10Y | +249.7% | +356.5% | -106.8% | +208.3% |
| All | +11,419.9% | +1,817.4% | +9,602.5% | +9,541.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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