+74.3%
OKE vs DLTR
+1.4%
+72.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.4% | +1.0% |
| 7D | +1.2% | -10.1% | +11.3% | +1.5% |
| 30D | +4.5% | -8.1% | +12.6% | +4.7% |
| 3M | +9.6% | +2.9% | +6.8% | +9.4% |
| 6M | +15.4% | +4.3% | +11.0% | +15.2% |
| YTD | +36.5% | -3.9% | +40.4% | +36.8% |
| 1Y | +39.0% | +18.9% | +20.1% | +36.5% |
| 3Y | +74.3% | +1.9% | +72.4% | +69.5% |
| All | +74.3% | +1.4% | +72.9% | +69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 3y: compounded portfolio wealth divided by compounded DLTR 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…
3y analysis · Full analysis span regression · 6 months rolling