+137.0%
OKE vs ACM
+1.2%
+135.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | -0.1% | +0.6% |
| 7D | +1.2% | -4.6% | +5.8% | +2.8% |
| 30D | +4.5% | +4.1% | +0.4% | +2.9% |
| 3M | +9.6% | -8.3% | +17.9% | +11.5% |
| 6M | +15.4% | -30.1% | +45.4% | +29.2% |
| YTD | +36.5% | -32.6% | +69.1% | +53.5% |
| 1Y | +39.0% | -49.6% | +88.5% | +77.7% |
| 3Y | +74.3% | -23.0% | +97.3% | +72.7% |
| All | +137.0% | +1.2% | +135.8% | +99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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