+149.4%
MAR vs OKE
+138.0%
+11.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.4% |
| 7D | -0.5% | +1.2% | -1.8% | -1.0% |
| 30D | -5.4% | +4.5% | -9.9% | -6.9% |
| 3M | -15.5% | +9.6% | -25.1% | -18.5% |
| 6M | +3.0% | +15.4% | -12.4% | -3.6% |
| YTD | +8.5% | +36.5% | -27.9% | -5.8% |
| 1Y | +26.0% | +39.0% | -13.0% | +8.1% |
| 3Y | +68.6% | +74.3% | -5.7% | +26.5% |
| All | +149.4% | +138.0% | +11.4% | +54.1% |
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