+71.5%
OKE vs DOC
-21.4%
+92.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -11.3% | +6.5% | -17.7% | -13.0% |
| 30D | -2.2% | +9.2% | -11.3% | -4.8% |
| 3M | -2.0% | -2.5% | +0.5% | -1.6% |
| 6M | +1.8% | +7.1% | -5.2% | -0.9% |
| YTD | +21.7% | +33.0% | -11.3% | +8.1% |
| 1Y | +31.9% | +23.3% | +8.6% | +20.7% |
| 3Y | +49.1% | +44.9% | +4.2% | +24.4% |
| All | +71.5% | -21.4% | +92.9% | +96.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling