+44.6%
OKE vs ACGL
+28.7%
+15.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.7% | -6.3% | -4.0% |
| 7D | -5.2% | +8.0% | -13.2% | -6.4% |
| 30D | +1.1% | +17.3% | -16.2% | -1.6% |
| 3M | +2.2% | +11.2% | -9.0% | +0.1% |
| 6M | 0.0% | +18.2% | -18.2% | -2.5% |
| YTD | +26.5% | +15.4% | +11.1% | +22.8% |
| 1Y | +44.6% | +26.5% | +18.1% | +38.0% |
| All | +44.6% | +28.7% | +15.9% | +38.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACGL.
Daily Out/Under-Performance
Portfolio return minus ACGL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACGL 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 ACGL 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