+32.7%
OKE vs DOC
+22.5%
+10.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.0% | +2.6% | +1.5% |
| 7D | -5.0% | +4.3% | -9.3% | -4.5% |
| 30D | -1.6% | +9.2% | -10.8% | -0.6% |
| 3M | -2.2% | -0.8% | -1.4% | -2.3% |
| 6M | +5.0% | +7.1% | -2.1% | +5.9% |
| YTD | +24.8% | +34.0% | -9.2% | +29.3% |
| All | +32.7% | +22.5% | +10.2% | +37.7% |
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