+242.9%
OKE vs DOC
+20.6%
+222.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.4% |
| 7D | +5.4% | -1.4% | +6.7% | +6.1% |
| 30D | -1.3% | +7.2% | -8.5% | -5.0% |
| 3M | -2.0% | -2.5% | +0.5% | -1.4% |
| 6M | +3.4% | +5.3% | -1.9% | -0.5% |
| YTD | +28.2% | +31.2% | -3.0% | +6.8% |
| 1Y | +35.7% | +21.9% | +13.8% | +17.6% |
| 3Y | +61.0% | +53.9% | +7.1% | +17.2% |
| 5Y | +85.8% | -21.7% | +107.5% | +101.8% |
| All | +242.9% | +20.6% | +222.3% | +224.6% |
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