+19.3%
ARM vs OKE
+43.1%
-23.8%
-56.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -3.6% | -1.6% | -7.6% |
| 7D | -18.7% | -5.2% | -13.5% | -21.5% |
| 30D | -36.7% | +1.1% | -37.8% | -35.8% |
| 3M | -31.6% | +2.2% | -33.8% | -29.7% |
| 6M | -5.6% | 0.0% | -5.7% | -2.4% |
| YTD | +75.5% | +26.5% | +48.9% | +80.6% |
| 1Y | +19.3% | +44.6% | -25.3% | +27.4% |
| All | +19.3% | +43.1% | -23.8% | +27.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling