+207.1%
OKE vs AFRM
-21.4%
+228.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.1% | -4.1% | +0.5% |
| 7D | +1.2% | -1.3% | +2.5% | +1.3% |
| 30D | +4.5% | -2.7% | +7.2% | +4.6% |
| 3M | +9.6% | +7.4% | +2.2% | +8.5% |
| 6M | +15.4% | +40.7% | -25.3% | +11.0% |
| YTD | +36.5% | -4.0% | +40.5% | +35.3% |
| 1Y | +39.0% | -12.2% | +51.2% | +38.1% |
| 3Y | +74.3% | +203.1% | -128.8% | +49.0% |
| 5Y | +141.2% | -42.2% | +183.5% | +106.6% |
| All | +207.1% | -21.4% | +228.5% | +156.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AFRM.
Daily Out/Under-Performance
Portfolio return minus AFRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AFRM 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 10y: compounded portfolio wealth divided by compounded AFRM 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…
10y analysis · Full analysis span regression · 6 months rolling