+44.6%
OKE vs DD
+49.3%
-4.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.8% | -1.9% | -3.8% |
| 7D | -5.2% | +8.7% | -13.9% | -4.3% |
| 30D | +1.1% | +15.3% | -14.2% | +2.8% |
| 3M | +2.2% | +5.9% | -3.7% | +3.0% |
| 6M | 0.0% | +11.6% | -11.5% | +1.2% |
| YTD | +26.5% | +26.5% | 0.0% | +24.8% |
| 1Y | +44.6% | +35.4% | +9.2% | +39.6% |
| All | +44.6% | +49.3% | -4.7% | +39.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling