+85.0%
OKE vs DOCS
-52.4%
+137.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +1.0% |
| 7D | +5.4% | +2.6% | +2.8% | +5.2% |
| 30D | -1.3% | +11.4% | -12.8% | -2.0% |
| 3M | -2.0% | +25.4% | -27.4% | -3.6% |
| 6M | +3.4% | +42.5% | -39.1% | +0.2% |
| YTD | +28.2% | -24.7% | +52.9% | +30.4% |
| 1Y | +35.7% | -32.9% | +68.6% | +39.3% |
| 3Y | +61.0% | +39.6% | +21.4% | +51.4% |
| All | +85.0% | -52.4% | +137.4% | +82.3% |
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