+203.3%
OKE vs ABCL
-81.2%
+284.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.4% | -3.3% | +8.6% | +5.5% |
| 30D | -1.3% | -7.1% | +5.8% | -1.2% |
| 3M | -2.0% | +4.7% | -6.8% | -2.7% |
| 6M | +3.4% | +140.9% | -137.5% | -2.0% |
| YTD | +28.2% | +236.0% | -207.8% | +18.4% |
| 1Y | +35.7% | +217.4% | -181.7% | +25.7% |
| 3Y | +61.0% | +188.7% | -127.7% | +45.2% |
| 5Y | +85.8% | -23.5% | +109.3% | +77.0% |
| All | +203.3% | -81.2% | +284.5% | +210.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 ABCL 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