+129.8%
AXON vs OKE
+70.9%
+58.9%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -1.7% | -1.3% | -2.7% |
| 7D | -3.3% | -0.2% | -3.2% | -3.3% |
| 30D | -17.8% | +6.1% | -23.9% | -18.8% |
| 3M | +8.3% | +10.4% | -2.2% | +5.5% |
| 6M | -12.4% | +14.2% | -26.5% | -16.2% |
| YTD | -13.7% | +35.3% | -49.1% | -22.9% |
| 1Y | -33.1% | +40.6% | -73.7% | -41.4% |
| All | +129.8% | +70.9% | +58.9% | +91.8% |
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