+107.4%
OKE vs DOCS
-20.2%
+127.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.9% |
| 7D | -7.1% | 0.0% | -7.1% | -7.1% |
| 30D | -3.2% | +7.8% | -11.0% | -3.6% |
| 3M | +0.6% | +20.0% | -19.4% | -0.6% |
| 6M | +3.3% | +26.5% | -23.2% | +1.1% |
| YTD | +22.8% | -25.8% | +48.6% | +24.6% |
| 1Y | +32.5% | -39.5% | +71.9% | +36.5% |
| 3Y | +56.2% | +60.3% | -4.1% | +46.7% |
| 5Y | +73.6% | -57.0% | +130.7% | +70.6% |
| All | +107.4% | -20.2% | +127.6% | +105.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 10y: compounded portfolio wealth divided by compounded DOCS 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…
10y analysis · Full analysis span regression · 6 months rolling