+9,449.5%
OKE vs DRI
+7,313.6%
+2,135.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.6% | -0.1% | -1.2% |
| 7D | -0.2% | -4.8% | +4.6% | +1.3% |
| 30D | +6.1% | -3.9% | +10.0% | +7.2% |
| 3M | +10.4% | +5.1% | +5.4% | +8.3% |
| 6M | +14.2% | +5.5% | +8.6% | +11.3% |
| YTD | +35.3% | +16.5% | +18.9% | +27.4% |
| 1Y | +40.6% | +2.0% | +38.6% | +37.5% |
| 3Y | +72.2% | +54.5% | +17.7% | +45.6% |
| 5Y | +139.6% | +66.6% | +73.0% | +95.0% |
| 10Y | +259.1% | +353.6% | -94.5% | +118.1% |
| All | +9,449.5% | +7,313.6% | +2,135.9% | +4,078.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling