+527.5%
APP vs OKE
+137.6%
+389.9%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +1.0% | +2.9% | +3.4% |
| 7D | +4.6% | +5.4% | -0.8% | +2.0% |
| 30D | +56.0% | -1.3% | +57.4% | +55.5% |
| 3M | +30.8% | -2.0% | +32.9% | +30.3% |
| 6M | -9.8% | +3.4% | -13.2% | -15.2% |
| YTD | -39.3% | +28.2% | -67.5% | -51.8% |
| 1Y | -26.4% | +35.7% | -62.1% | -44.1% |
| 3Y | +887.9% | +61.0% | +826.9% | +624.4% |
| 5Y | +264.1% | +85.8% | +178.3% | +143.7% |
| All | +527.5% | +137.6% | +389.9% | +280.7% |
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