+1.5%
CARR vs OKE
+72.4%
-70.8%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.2% |
| 7D | -3.8% | +1.2% | -5.0% | -4.0% |
| 30D | -8.9% | +4.5% | -13.4% | -9.9% |
| 3M | -17.3% | +9.6% | -26.9% | -19.3% |
| 6M | -1.4% | +15.4% | -16.8% | -6.3% |
| YTD | +10.0% | +36.5% | -26.5% | -1.9% |
| 1Y | -6.4% | +39.0% | -45.3% | -17.2% |
| 3Y | +1.5% | +74.3% | -72.8% | -16.3% |
| All | +1.5% | +72.4% | -70.8% | -16.3% |
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