+74.3%
OKE vs DT
+7.2%
+67.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.7% | +1.6% | +1.0% |
| 7D | +1.2% | -1.6% | +2.8% | +1.4% |
| 30D | +4.5% | +3.0% | +1.4% | +4.0% |
| 3M | +9.6% | +26.5% | -16.9% | +5.7% |
| 6M | +15.4% | +35.9% | -20.6% | +9.3% |
| YTD | +36.5% | +17.8% | +18.6% | +32.7% |
| 1Y | +39.0% | +4.1% | +34.9% | +38.7% |
| 3Y | +74.3% | +5.3% | +69.0% | +68.4% |
| All | +74.3% | +7.2% | +67.1% | +68.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling