+223.6%
OKE vs DECK
+874.1%
-650.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.9% |
| 7D | -11.3% | +5.8% | -17.0% | -12.8% |
| 30D | -2.2% | +7.9% | -10.0% | -4.5% |
| 3M | -2.0% | -11.4% | +9.4% | +0.7% |
| 6M | +1.8% | -16.6% | +18.4% | +5.5% |
| YTD | +21.7% | -16.4% | +38.0% | +23.6% |
| 1Y | +31.9% | +8.6% | +23.2% | +23.3% |
| 3Y | +49.1% | -15.1% | +64.2% | +35.8% |
| 5Y | +71.9% | +22.9% | +49.0% | +29.5% |
| All | +223.6% | +874.1% | -650.5% | +35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 10y: compounded portfolio wealth divided by compounded DECK 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…
10y analysis · Full analysis span regression · 6 months rolling