+14.2%
OKE vs AA
-11.8%
+26.0%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.0% | +0.2% | -1.8% |
| 7D | -0.2% | -0.6% | +0.4% | -0.2% |
| 30D | +6.1% | -1.6% | +7.6% | +6.0% |
| 3M | +10.4% | -29.8% | +40.3% | +8.7% |
| 6M | +14.2% | -16.6% | +30.8% | +15.8% |
| All | +14.2% | -11.8% | +26.0% | +15.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling