+132.7%
OKE vs DOCS
-40.7%
+173.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +2.6% |
| 7D | +1.9% | -7.3% | +9.2% | +2.3% |
| 30D | +12.8% | -10.9% | +23.7% | +13.4% |
| 3M | +11.9% | +20.3% | -8.4% | +10.0% |
| 6M | +14.9% | -3.6% | +18.5% | +14.1% |
| YTD | +37.7% | -44.9% | +82.6% | +42.3% |
| 1Y | +44.1% | -64.9% | +108.9% | +53.9% |
| 3Y | +75.3% | +7.6% | +67.6% | +68.7% |
| 5Y | +144.0% | -74.0% | +218.0% | +145.1% |
| All | +132.7% | -40.7% | +173.3% | +134.0% |
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