+114.5%
OKE vs DT
+98.4%
+16.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +6.1% | +0.1% | +6.0% | +5.8% |
| 3M | +10.4% | +24.1% | -13.7% | +3.4% |
| 6M | +14.2% | +30.1% | -16.0% | +4.3% |
| YTD | +35.3% | +16.8% | +18.6% | +26.7% |
| 1Y | +40.6% | -0.1% | +40.7% | +37.2% |
| 3Y | +72.2% | +6.8% | +65.4% | +60.9% |
| 5Y | +139.6% | -28.4% | +168.0% | +140.4% |
| All | +114.5% | +98.4% | +16.1% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling