+139.2%
OKE vs ABCL
-44.0%
+183.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.4% | +1.7% | -1.6% |
| 7D | -0.2% | -2.7% | +2.5% | -0.1% |
| 30D | +6.1% | +18.3% | -12.2% | +5.0% |
| 3M | +10.4% | +108.5% | -98.0% | +5.6% |
| 6M | +14.2% | +213.9% | -199.8% | +5.9% |
| YTD | +35.3% | +223.1% | -187.8% | +24.8% |
| 1Y | +40.6% | +160.6% | -120.0% | +30.8% |
| 3Y | +72.2% | +104.3% | -32.0% | +58.2% |
| All | +139.2% | -44.0% | +183.2% | +124.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling