+138.3%
OKE vs DOC
-24.5%
+162.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.8% | +1.5% | +0.2% |
| 7D | +0.7% | -1.5% | +2.2% | +1.2% |
| 30D | +9.4% | -4.8% | +14.2% | +10.9% |
| 3M | +8.6% | +6.9% | +1.7% | +5.9% |
| 6M | +15.3% | +20.7% | -5.4% | +7.3% |
| YTD | +34.8% | +34.1% | +0.6% | +19.8% |
| 1Y | +35.3% | +22.6% | +12.6% | +24.2% |
| 3Y | +69.5% | +20.8% | +48.6% | +55.8% |
| All | +138.3% | -24.5% | +162.9% | +177.8% |
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 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