+315.5%
ARM vs OKE
+64.7%
+250.8%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.8% | +1.5% |
| 7D | +12.5% | -0.2% | +12.7% | +12.6% |
| 30D | -1.4% | +6.1% | -7.4% | -2.9% |
| 3M | -18.7% | +10.4% | -29.1% | -21.8% |
| 6M | +124.6% | +14.2% | +110.5% | +108.3% |
| YTD | +141.7% | +35.3% | +106.4% | +100.7% |
| 1Y | +87.7% | +40.6% | +47.0% | +51.7% |
| All | +315.5% | +64.7% | +250.8% | +164.6% |
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