+69.2%
OKE vs DOCS
+9.5%
+59.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.8% | +2.4% | -0.2% |
| 7D | +0.7% | -1.4% | +2.1% | +0.8% |
| 30D | +9.4% | +21.8% | -12.4% | +8.3% |
| 3M | +8.6% | +27.3% | -18.7% | +7.2% |
| 6M | +15.3% | -0.3% | +15.6% | +15.1% |
| YTD | +34.8% | -40.5% | +75.3% | +39.3% |
| 1Y | +35.3% | -61.5% | +96.8% | +44.7% |
| All | +69.2% | +9.5% | +59.7% | +63.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling