+134.8%
OKE vs DRI
+63.6%
+71.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.1% |
| 7D | 0.0% | -4.8% | +4.8% | +1.3% |
| 30D | +4.6% | -5.2% | +9.8% | +5.9% |
| 3M | +6.9% | +2.7% | +4.2% | +5.8% |
| 6M | +15.8% | +3.6% | +12.1% | +13.8% |
| YTD | +35.2% | +15.4% | +19.8% | +27.8% |
| 1Y | +37.6% | +1.3% | +36.3% | +35.4% |
| 3Y | +72.0% | +53.1% | +18.9% | +45.4% |
| All | +134.8% | +63.6% | +71.2% | +92.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling