+35.7%
OKE vs ABCL
+198.4%
-162.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.0% |
| 7D | +5.4% | -3.3% | +8.6% | +5.3% |
| 30D | -1.3% | -7.1% | +5.8% | -1.4% |
| 3M | -2.0% | +4.7% | -6.8% | -2.0% |
| 6M | +3.4% | +140.9% | -137.5% | +7.1% |
| YTD | +28.2% | +236.0% | -207.8% | +36.1% |
| 1Y | +35.7% | +217.4% | -181.7% | +45.1% |
| All | +35.7% | +198.4% | -162.8% | +45.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling