+225.3%
OKE vs DOC
+20.3%
+205.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +2.1% |
| 7D | -5.0% | +4.3% | -9.3% | -7.1% |
| 30D | -1.6% | +9.2% | -10.8% | -6.1% |
| 3M | -2.2% | -0.8% | -1.4% | -2.4% |
| 6M | +5.0% | +7.1% | -2.1% | +0.2% |
| YTD | +24.8% | +34.0% | -9.2% | +3.0% |
| 1Y | +35.1% | +23.2% | +11.9% | +16.6% |
| 3Y | +57.5% | +53.6% | +3.9% | +15.2% |
| 5Y | +81.5% | -20.4% | +102.0% | +95.7% |
| 10Y | +225.3% | +23.4% | +202.0% | +205.3% |
| All | +225.3% | +20.3% | +205.1% | +205.3% |
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