+39.0%
OKE vs DRI
+2.4%
+36.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +1.0% |
| 7D | +1.2% | -3.2% | +4.5% | +1.0% |
| 30D | +4.5% | -7.8% | +12.3% | +4.0% |
| 3M | +9.6% | +0.4% | +9.3% | +9.9% |
| 6M | +15.4% | +4.8% | +10.6% | +16.3% |
| YTD | +36.5% | +16.7% | +19.7% | +37.4% |
| 1Y | +39.0% | +1.5% | +37.5% | +40.2% |
| All | +39.0% | +2.4% | +36.6% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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