+293.4%
ARM vs OKE
+59.4%
+234.0%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.1% | +0.9% | +11.1% | +11.8% |
| 7D | +6.0% | -0.5% | +6.5% | +6.2% |
| 30D | -20.3% | -3.1% | -17.2% | -19.8% |
| 3M | -24.4% | -2.6% | -21.8% | -24.2% |
| 6M | -4.4% | +2.8% | -7.1% | -7.1% |
| YTD | +86.0% | +25.9% | +60.1% | +56.8% |
| 1Y | +35.8% | +34.0% | +1.9% | +9.7% |
| All | +293.4% | +59.4% | +234.0% | +124.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling