+49.1%
OKE vs DOC
+44.2%
+4.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.3% |
| 7D | -11.3% | +6.5% | -17.7% | -12.2% |
| 30D | -2.2% | +9.2% | -11.3% | -3.6% |
| 3M | -2.0% | -2.5% | +0.5% | -1.8% |
| 6M | +1.8% | +7.1% | -5.2% | +0.2% |
| YTD | +21.7% | +33.0% | -11.3% | +13.1% |
| 1Y | +31.9% | +23.3% | +8.6% | +25.5% |
| 3Y | +49.1% | +44.9% | +4.2% | +38.1% |
| All | +49.1% | +44.2% | +4.9% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling