+6.8%
IR vs OKE
+70.8%
-64.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | -14.0% | +4.6% | -18.6% | -15.2% |
| 3M | +3.7% | +6.9% | -3.2% | +1.3% |
| 6M | -15.4% | +15.8% | -31.1% | -20.8% |
| YTD | -7.7% | +35.2% | -42.9% | -19.9% |
| 1Y | -8.8% | +37.6% | -46.4% | -21.7% |
| All | +6.8% | +70.8% | -64.0% | -17.2% |
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