+258.5%
OKE vs A
+256.4%
+2.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.7% | -0.1% |
| 7D | +1.2% | -2.6% | +3.9% | +2.2% |
| 30D | +4.5% | -0.9% | +5.4% | +4.6% |
| 3M | +9.6% | +13.6% | -4.0% | +3.7% |
| 6M | +15.4% | +27.8% | -12.5% | +2.5% |
| YTD | +36.5% | +8.6% | +27.8% | +29.1% |
| 1Y | +39.0% | +16.9% | +22.1% | +26.4% |
| 3Y | +74.3% | +32.9% | +41.4% | +42.2% |
| 5Y | +141.2% | -14.1% | +155.3% | +140.9% |
| All | +258.5% | +256.4% | +2.1% | +74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling