+75.3%
OKE vs ABCL
+105.4%
-30.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.1% | +2.1% | +2.2% |
| 7D | +1.9% | +1.4% | +0.5% | +1.9% |
| 30D | +12.8% | +65.1% | -52.2% | +11.0% |
| 3M | +11.9% | +111.1% | -99.1% | +9.3% |
| 6M | +14.9% | +231.6% | -216.7% | +10.0% |
| YTD | +37.7% | +234.5% | -196.8% | +31.5% |
| 1Y | +44.1% | +174.3% | -130.3% | +38.4% |
| 3Y | +75.3% | +111.5% | -36.2% | +59.5% |
| All | +75.3% | +105.4% | -30.1% | +59.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling