+37.6%
OKE vs ADVB
+2.9%
+34.7%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.1% | -4.2% | -0.2% |
| 7D | 0.0% | -5.9% | +5.8% | 0.0% |
| 30D | +4.6% | +13.9% | -9.3% | +4.4% |
| 3M | +6.9% | +127.3% | -120.4% | +6.9% |
| 6M | +15.8% | +77.0% | -61.2% | +15.2% |
| YTD | +35.2% | +51.5% | -16.4% | +34.4% |
| 1Y | +37.6% | -11.3% | +48.9% | +36.8% |
| All | +37.6% | +2.9% | +34.7% | +36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling