+15,818.3%
OKE vs DD
+927.4%
+14,890.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | 0.0% | -2.9% | +2.9% | +1.1% |
| 30D | +4.6% | -11.5% | +16.1% | +9.6% |
| 3M | +6.9% | -5.4% | +12.3% | +8.7% |
| 6M | +15.8% | -6.9% | +22.7% | +17.0% |
| YTD | +35.2% | +6.9% | +28.3% | +28.6% |
| 1Y | +37.6% | +35.6% | +1.9% | +18.3% |
| 3Y | +72.0% | +42.5% | +29.5% | +41.6% |
| 5Y | +139.0% | +58.5% | +80.5% | +86.3% |
| 10Y | +258.7% | +65.7% | +193.0% | +173.5% |
| All | +15,818.3% | +927.4% | +14,890.9% | +6,942.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling