+59.4%
OKE vs ABCL
+189.1%
-129.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.8% | +3.5% | +0.8% |
| 7D | +3.0% | +4.4% | -1.4% | +2.9% |
| 30D | -3.8% | -7.9% | +4.1% | -3.7% |
| 3M | -2.8% | +12.2% | -15.0% | -3.4% |
| 6M | +2.8% | +134.7% | -131.9% | +0.1% |
| YTD | +26.9% | +239.8% | -212.9% | +21.4% |
| 1Y | +35.4% | +192.7% | -157.3% | +30.3% |
| All | +59.4% | +189.1% | -129.6% | +47.5% |
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