+1,253.7%
OKE vs DG
+551.9%
+701.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | 0.0% | -6.3% | +6.3% | +0.8% |
| 30D | +4.6% | +2.4% | +2.2% | +4.2% |
| 3M | +6.9% | +12.4% | -5.5% | +5.0% |
| 6M | +15.8% | -14.9% | +30.7% | +17.8% |
| YTD | +35.2% | -6.1% | +41.2% | +35.3% |
| 1Y | +37.6% | +17.9% | +19.7% | +32.7% |
| 3Y | +72.0% | +3.1% | +68.9% | +64.5% |
| 5Y | +139.0% | -38.7% | +177.6% | +150.4% |
| 10Y | +258.7% | +99.6% | +159.1% | +189.5% |
| All | +1,253.7% | +551.9% | +701.8% | +688.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling