+14.2%
OKE vs DG
-13.1%
+27.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.6% | +0.8% | -2.0% |
| 7D | -0.2% | -4.8% | +4.6% | -0.7% |
| 30D | +6.1% | +1.8% | +4.3% | +6.3% |
| 3M | +10.4% | +14.5% | -4.0% | +12.6% |
| 6M | +14.2% | -13.6% | +27.7% | +13.4% |
| All | +14.2% | -13.1% | +27.2% | +13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling