+15,968.0%
OKE vs DTE
+3,398.4%
+12,569.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.3% | +1.8% |
| 7D | +1.2% | -2.6% | +3.8% | +3.1% |
| 30D | +4.5% | -4.4% | +8.9% | +7.7% |
| 3M | +9.6% | -8.3% | +17.9% | +16.2% |
| 6M | +15.4% | -8.1% | +23.5% | +21.6% |
| YTD | +36.5% | +4.4% | +32.0% | +31.5% |
| 1Y | +39.0% | +0.2% | +38.8% | +37.4% |
| 3Y | +74.3% | +42.6% | +31.7% | +32.7% |
| 5Y | +141.2% | +31.5% | +109.7% | +92.0% |
| 10Y | +262.1% | +138.2% | +123.9% | +107.5% |
| All | +15,968.0% | +3,398.4% | +12,569.6% | +2,660.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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