+137.0%
OKE vs ACI
-39.5%
+176.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.2% | -2.3% | +0.4% |
| 7D | +1.2% | -3.7% | +5.0% | +1.8% |
| 30D | +4.5% | +0.6% | +3.9% | +4.3% |
| 3M | +9.6% | -20.3% | +29.9% | +13.0% |
| 6M | +15.4% | -24.7% | +40.0% | +20.1% |
| YTD | +36.5% | -27.2% | +63.7% | +42.7% |
| 1Y | +39.0% | -32.7% | +71.7% | +47.2% |
| 3Y | +74.3% | -43.9% | +118.2% | +90.4% |
| All | +137.0% | -39.5% | +176.6% | +151.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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