+7,856.8%
OKE vs ACGL
+4,429.2%
+3,427.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACGL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.2% |
| 7D | +0.7% | -0.7% | +1.5% | +0.9% |
| 30D | +9.4% | -1.0% | +10.4% | +9.7% |
| 3M | +8.6% | +11.0% | -2.5% | +4.7% |
| 6M | +15.3% | -0.3% | +15.6% | +15.0% |
| YTD | +34.8% | +2.3% | +32.5% | +33.0% |
| 1Y | +35.3% | +6.4% | +28.9% | +31.6% |
| 3Y | +69.5% | +34.0% | +35.5% | +50.9% |
| 5Y | +135.2% | +161.6% | -26.5% | +67.1% |
| 10Y | +261.7% | +278.6% | -16.9% | +139.6% |
| All | +7,856.8% | +4,429.2% | +3,427.6% | +3,811.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling