+296.4%
ARM vs OKE
+64.0%
+232.4%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.3% | +4.3% | +4.0% |
| 7D | +5.5% | +0.7% | +4.7% | +5.3% |
| 30D | -8.2% | +9.4% | -17.6% | -10.4% |
| 3M | -35.9% | +8.6% | -44.5% | -37.9% |
| 6M | +103.1% | +15.3% | +87.8% | +86.9% |
| YTD | +130.6% | +34.8% | +95.8% | +91.7% |
| 1Y | +86.1% | +35.3% | +50.8% | +53.9% |
| All | +296.4% | +64.0% | +232.4% | +152.7% |
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