+311.3%
ARM vs OKE
+67.6%
+243.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.2% | +1.6% | +3.2% |
| 7D | +11.4% | +1.9% | +9.5% | +10.8% |
| 30D | -7.4% | +12.8% | -20.3% | -10.4% |
| 3M | -24.5% | +11.9% | -36.4% | -27.6% |
| 6M | +128.7% | +14.9% | +113.8% | +112.3% |
| YTD | +139.3% | +37.7% | +101.5% | +97.8% |
| 1Y | +88.0% | +44.1% | +43.9% | +50.6% |
| All | +311.3% | +67.6% | +243.7% | +160.8% |
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