+44.6%
OKE vs DG
+45.3%
-0.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +8.5% | -12.2% | -3.2% |
| 7D | -5.2% | +12.3% | -17.5% | -4.7% |
| 30D | +1.1% | +19.3% | -18.2% | +1.9% |
| 3M | +2.2% | +11.9% | -9.6% | +2.8% |
| 6M | 0.0% | +25.0% | -24.9% | +1.3% |
| YTD | +26.5% | +8.7% | +17.8% | +27.3% |
| 1Y | +44.6% | +44.7% | -0.1% | +43.5% |
| All | +44.6% | +45.3% | -0.7% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 1y: compounded portfolio wealth divided by compounded DG 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…
1y analysis · Full analysis span regression · 6 months rolling