+137.0%
OKE vs DD
+56.1%
+81.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | -3.5% | +4.7% | +2.5% |
| 30D | +4.5% | -11.7% | +16.1% | +8.9% |
| 3M | +9.6% | -9.2% | +18.8% | +12.9% |
| 6M | +15.4% | -7.2% | +22.6% | +16.4% |
| YTD | +36.5% | +6.6% | +29.9% | +28.9% |
| 1Y | +39.0% | +32.0% | +7.0% | +18.7% |
| 3Y | +74.3% | +42.1% | +32.2% | +39.2% |
| All | +137.0% | +56.1% | +81.0% | +72.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling