+3,733.4%
OKE vs DKS
+6,103.2%
-2,369.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.6% |
| 7D | +1.2% | -3.0% | +4.2% | +1.9% |
| 30D | +4.5% | -33.4% | +37.9% | +13.1% |
| 3M | +9.6% | -39.4% | +49.0% | +21.0% |
| 6M | +15.4% | -30.1% | +45.5% | +22.0% |
| YTD | +36.5% | -31.0% | +67.4% | +44.3% |
| 1Y | +39.0% | -40.2% | +79.1% | +51.6% |
| 3Y | +74.3% | +30.9% | +43.4% | +50.1% |
| 5Y | +141.2% | +14.0% | +127.2% | +104.2% |
| 10Y | +262.1% | +202.1% | +60.0% | +110.5% |
| All | +3,733.4% | +6,103.2% | -2,369.8% | +1,236.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling