+71.5%
OKE vs DOCS
-51.8%
+123.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.0% | +0.8% | -1.1% |
| 7D | -11.3% | -0.8% | -10.5% | -11.2% |
| 30D | -2.2% | +17.4% | -19.6% | -3.2% |
| 3M | -2.0% | +57.4% | -59.4% | -5.4% |
| 6M | +1.8% | +26.5% | -24.7% | -0.5% |
| YTD | +21.7% | -26.6% | +48.2% | +23.9% |
| 1Y | +31.9% | -48.1% | +79.9% | +38.4% |
| 3Y | +49.1% | +52.6% | -3.5% | +38.6% |
| All | +71.5% | -51.8% | +123.3% | +70.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling