+332.2%
APP vs OKE
+138.0%
+194.1%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.9% | +2.1% | +2.5% |
| 7D | +1.1% | +1.2% | -0.2% | +0.3% |
| 30D | +6.6% | +4.5% | +2.2% | +3.9% |
| 3M | -32.3% | +9.6% | -41.9% | -37.0% |
| 6M | -29.8% | +15.4% | -45.2% | -38.1% |
| YTD | -51.9% | +36.5% | -88.4% | -63.1% |
| 1Y | -43.3% | +39.0% | -82.3% | -57.4% |
| 3Y | +664.1% | +74.3% | +589.8% | +428.8% |
| All | +332.2% | +138.0% | +194.1% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling