+444.7%
APLD vs OKE
+72.2%
+372.5%
-81.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.9% | +1.5% | +1.9% |
| 7D | +0.2% | +1.2% | -1.1% | -0.5% |
| 30D | -15.2% | +4.5% | -19.7% | -17.7% |
| 3M | -36.3% | +9.6% | -45.9% | -41.2% |
| 6M | -7.4% | +15.4% | -22.7% | -20.4% |
| YTD | +7.7% | +36.5% | -28.7% | -20.8% |
| 1Y | +53.8% | +39.0% | +14.8% | +9.6% |
| 3Y | +407.1% | +74.3% | +332.8% | +204.2% |
| All | +444.7% | +72.2% | +372.5% | +236.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling