+14,575.0%
OKE vs DHI
+12,501.5%
+2,073.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +0.6% |
| 7D | +1.2% | -3.4% | +4.7% | +1.9% |
| 30D | +4.5% | -5.4% | +9.9% | +5.4% |
| 3M | +9.6% | -10.4% | +20.1% | +11.3% |
| 6M | +15.4% | -2.8% | +18.1% | +14.8% |
| YTD | +36.5% | -3.4% | +39.9% | +35.6% |
| 1Y | +39.0% | -22.9% | +61.9% | +43.6% |
| 3Y | +74.3% | +20.7% | +53.6% | +61.8% |
| 5Y | +141.2% | +62.1% | +79.1% | +108.3% |
| 10Y | +262.1% | +410.4% | -148.3% | +155.8% |
| All | +14,575.0% | +12,501.5% | +2,073.5% | +6,754.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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