+10.7%
CARR vs OKE
+138.0%
-127.4%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.5% | +1.1% |
| 7D | -3.8% | +1.2% | -5.0% | -4.2% |
| 30D | -8.9% | +4.5% | -13.4% | -10.3% |
| 3M | -17.3% | +9.6% | -26.9% | -20.1% |
| 6M | -1.4% | +15.4% | -16.8% | -7.5% |
| YTD | +10.0% | +36.5% | -26.5% | -3.7% |
| 1Y | -6.4% | +39.0% | -45.3% | -18.9% |
| 3Y | +1.5% | +74.3% | -72.8% | -21.6% |
| All | +10.7% | +138.0% | -127.4% | -26.9% |
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