+249.7%
OKE vs DECK
+739.5%
-489.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.8% |
| 7D | +0.7% | -2.2% | +2.9% | +1.3% |
| 30D | +9.4% | -13.6% | +23.0% | +13.7% |
| 3M | +8.6% | -21.2% | +29.8% | +15.2% |
| 6M | +15.3% | -21.1% | +36.4% | +20.9% |
| YTD | +34.8% | -17.2% | +52.0% | +37.9% |
| 1Y | +35.3% | -30.7% | +66.0% | +44.9% |
| 3Y | +69.5% | -3.4% | +72.8% | +46.3% |
| 5Y | +135.2% | +25.5% | +109.6% | +74.7% |
| All | +249.7% | +739.5% | -489.8% | +50.3% |
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