+5,162.2%
OKE vs A
+428.5%
+4,733.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.2% |
| 7D | 0.0% | -4.6% | +4.5% | +1.0% |
| 30D | +4.6% | -4.3% | +8.9% | +5.5% |
| 3M | +6.9% | +8.9% | -2.0% | +4.5% |
| 6M | +15.8% | +24.5% | -8.8% | +8.7% |
| YTD | +35.2% | +5.8% | +29.4% | +31.5% |
| 1Y | +37.6% | +16.2% | +21.3% | +30.5% |
| 3Y | +72.0% | +28.5% | +43.6% | +57.0% |
| 5Y | +139.0% | -16.3% | +155.3% | +138.5% |
| 10Y | +258.7% | +244.9% | +13.8% | +164.8% |
| All | +5,162.2% | +428.5% | +4,733.7% | +2,923.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling