+137.0%
OKE vs AA
+1.1%
+136.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -3.4% | +4.7% | +1.9% |
| 30D | +4.5% | -5.8% | +10.3% | +5.4% |
| 3M | +9.6% | -29.9% | +39.5% | +16.5% |
| 6M | +15.4% | -27.0% | +42.4% | +20.1% |
| YTD | +36.5% | -8.7% | +45.2% | +34.2% |
| 1Y | +39.0% | +50.6% | -11.7% | +20.6% |
| 3Y | +74.3% | +74.1% | +0.2% | +38.1% |
| All | +137.0% | +1.1% | +136.0% | +104.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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