+1,094.3%
OKE vs ACM
+228.1%
+866.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.6% |
| 7D | +1.9% | -0.3% | +2.2% | +2.0% |
| 30D | +12.8% | -12.9% | +25.8% | +19.5% |
| 3M | +11.9% | -6.4% | +18.3% | +13.5% |
| 6M | +14.9% | -29.2% | +44.1% | +32.4% |
| YTD | +37.7% | -29.9% | +67.7% | +57.6% |
| 1Y | +44.1% | -47.3% | +91.3% | +88.8% |
| 3Y | +75.3% | -19.6% | +94.9% | +80.5% |
| 5Y | +144.0% | +5.5% | +138.5% | +115.4% |
| 10Y | +249.7% | +129.7% | +120.0% | +117.4% |
| All | +1,094.3% | +228.1% | +866.2% | +436.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling