+14.2%
OKE vs DD
-2.7%
+16.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.9% | -2.4% |
| 7D | -0.2% | -3.8% | +3.6% | -1.1% |
| 30D | +6.1% | -9.2% | +15.3% | +3.5% |
| 3M | +10.4% | -9.0% | +19.4% | +8.3% |
| 6M | +14.2% | -5.0% | +19.1% | +13.1% |
| All | +14.2% | -2.7% | +16.8% | +13.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling