+44.1%
OKE vs DOCS
-65.1%
+109.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -7.3% | +9.5% | +1.7% |
| 7D | +1.9% | -7.3% | +9.2% | +1.4% |
| 30D | +12.8% | -10.9% | +23.7% | +12.1% |
| 3M | +11.9% | +20.3% | -8.4% | +13.5% |
| 6M | +14.9% | -3.6% | +18.5% | +16.1% |
| YTD | +37.7% | -44.9% | +82.6% | +38.5% |
| 1Y | +44.1% | -64.9% | +108.9% | +51.5% |
| All | +44.1% | -65.1% | +109.2% | +51.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling