+137.0%
OKE vs DKS
+14.7%
+122.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.6% |
| 7D | +1.2% | -2.0% | +3.3% | +1.5% |
| 30D | +4.5% | -32.7% | +37.2% | +9.9% |
| 3M | +9.6% | -38.8% | +48.4% | +16.8% |
| 6M | +15.4% | -29.4% | +44.8% | +19.3% |
| YTD | +36.5% | -30.3% | +66.8% | +41.0% |
| 1Y | +39.0% | -39.6% | +78.6% | +47.1% |
| 3Y | +74.3% | +32.2% | +42.1% | +54.7% |
| All | +137.0% | +14.7% | +122.3% | +109.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 5y: compounded portfolio wealth divided by compounded DKS 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…
5y analysis · Full analysis span regression · 6 months rolling