+249.7%
OKE vs DOC
-4.1%
+253.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.6% |
| 7D | +0.7% | -1.5% | +2.2% | +1.5% |
| 30D | +9.4% | -4.8% | +14.2% | +11.8% |
| 3M | +8.6% | +6.9% | +1.7% | +4.3% |
| 6M | +15.3% | +20.7% | -5.4% | +1.8% |
| YTD | +34.8% | +34.1% | +0.6% | +11.6% |
| 1Y | +35.3% | +22.6% | +12.6% | +17.1% |
| 3Y | +69.5% | +20.8% | +48.6% | +43.4% |
| 5Y | +135.2% | -24.9% | +160.0% | +163.7% |
| All | +249.7% | -4.1% | +253.8% | +290.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 10y: compounded portfolio wealth divided by compounded DOC 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…
10y analysis · Full analysis span regression · 6 months rolling