+369.5%
ALAB vs OKE
+39.9%
+329.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.9% | +1.4% | +2.1% |
| 7D | -6.2% | +1.2% | -7.4% | -6.6% |
| 30D | -8.7% | +4.5% | -13.1% | -10.1% |
| 3M | -20.7% | +9.6% | -30.4% | -24.0% |
| 6M | +133.5% | +15.4% | +118.1% | +113.0% |
| YTD | +75.1% | +36.5% | +38.6% | +42.6% |
| 1Y | +25.0% | +39.0% | -13.9% | +0.1% |
| All | +369.5% | +39.9% | +329.6% | +336.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling