+391.7%
APP vs OKE
+149.8%
+241.8%
-91.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.6% | +2.4% |
| 7D | +0.9% | +0.7% | +0.2% | +0.5% |
| 30D | -23.3% | +9.4% | -32.7% | -27.3% |
| 3M | -42.6% | +8.6% | -51.2% | -46.3% |
| 6M | -33.6% | +15.3% | -48.9% | -41.2% |
| YTD | -52.4% | +34.8% | -87.2% | -62.7% |
| 1Y | -35.9% | +35.3% | -71.1% | -50.3% |
| 3Y | +642.2% | +69.5% | +572.7% | +434.7% |
| 5Y | +311.1% | +135.2% | +175.9% | +157.4% |
| All | +391.7% | +149.8% | +241.8% | +194.3% |
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