+15,835.0%
OKE vs ADM
+1,954.9%
+13,880.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.2% | -2.6% |
| 7D | -0.2% | +1.4% | -1.6% | -0.7% |
| 30D | +6.1% | +8.2% | -2.1% | +3.0% |
| 3M | +10.4% | +8.7% | +1.7% | +7.0% |
| 6M | +14.2% | +29.1% | -14.9% | +3.5% |
| YTD | +35.3% | +53.7% | -18.3% | +14.9% |
| 1Y | +40.6% | +43.2% | -2.6% | +21.9% |
| 3Y | +72.2% | +21.4% | +50.8% | +53.3% |
| 5Y | +139.6% | +67.1% | +72.5% | +89.4% |
| 10Y | +259.1% | +176.6% | +82.5% | +144.2% |
| All | +15,835.0% | +1,954.9% | +13,880.0% | +6,403.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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