+358.7%
ALAB vs OKE
+38.6%
+320.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.1% | -5.2% | -5.3% |
| 7D | +0.6% | 0.0% | +0.6% | +0.5% |
| 30D | -8.8% | +4.6% | -13.4% | -10.2% |
| 3M | -14.0% | +6.9% | -20.9% | -16.8% |
| 6M | +144.3% | +15.8% | +128.5% | +121.7% |
| YTD | +71.0% | +35.2% | +35.8% | +39.7% |
| 1Y | +23.5% | +37.6% | -14.1% | -0.8% |
| All | +358.7% | +38.6% | +320.1% | +327.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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