+186.1%
OKE vs DBX
+20.9%
+165.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | +4.6% | +2.8% | +1.7% | +3.6% |
| 3M | +6.9% | +26.8% | -19.8% | -0.1% |
| 6M | +15.8% | +32.8% | -17.0% | +5.8% |
| YTD | +35.2% | +26.1% | +9.1% | +25.1% |
| 1Y | +37.6% | +14.1% | +23.4% | +30.4% |
| 3Y | +72.0% | +25.7% | +46.3% | +53.7% |
| 5Y | +139.0% | +11.2% | +127.8% | +115.4% |
| All | +186.1% | +20.9% | +165.2% | +114.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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