+382.3%
APP vs OKE
+150.6%
+231.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.1% | +3.2% | +3.1% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -1.3% | +4.6% | -5.9% | -3.9% |
| 3M | -36.2% | +6.9% | -43.2% | -39.6% |
| 6M | -34.1% | +15.8% | -49.9% | -41.8% |
| YTD | -53.3% | +35.2% | -88.5% | -63.5% |
| 1Y | -44.5% | +37.6% | -82.1% | -57.5% |
| 3Y | +646.7% | +72.0% | +574.6% | +433.3% |
| 5Y | +306.4% | +139.0% | +167.5% | +152.9% |
| All | +382.3% | +150.6% | +231.8% | +188.2% |
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