+139.6%
OKE vs ACGL
+152.7%
-13.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.4% | -2.2% | -1.9% |
| 7D | -0.2% | -2.1% | +1.9% | +0.6% |
| 30D | +6.1% | -2.2% | +8.2% | +6.9% |
| 3M | +10.4% | +6.3% | +4.1% | +7.6% |
| 6M | +14.2% | +0.5% | +13.6% | +13.3% |
| YTD | +35.3% | +0.2% | +35.1% | +34.1% |
| 1Y | +40.6% | +7.3% | +33.4% | +35.2% |
| 3Y | +72.2% | +30.8% | +41.4% | +48.9% |
| 5Y | +139.6% | +155.8% | -16.2% | +40.4% |
| All | +139.6% | +152.7% | -13.1% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling