+31.9%
OKE vs DOC
+20.9%
+10.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.2% |
| 7D | -11.3% | +6.5% | -17.7% | -10.6% |
| 30D | -2.2% | +9.2% | -11.3% | -1.2% |
| 3M | -2.0% | -2.5% | +0.5% | -2.3% |
| 6M | +1.8% | +7.1% | -5.2% | +2.7% |
| YTD | +21.7% | +33.0% | -11.3% | +25.5% |
| 1Y | +31.9% | +23.3% | +8.6% | +36.8% |
| All | +31.9% | +20.9% | +10.9% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling