+72.7%
OKE vs AFRM
+194.5%
-121.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | 0.0% | -8.5% | +8.5% | +0.6% |
| 30D | +4.6% | -11.4% | +16.0% | +5.4% |
| 3M | +6.9% | +8.2% | -1.3% | +5.6% |
| 6M | +15.8% | +36.6% | -20.9% | +11.1% |
| YTD | +35.2% | -8.7% | +43.8% | +34.8% |
| 1Y | +37.6% | -19.9% | +57.5% | +38.3% |
| All | +72.7% | +194.5% | -121.8% | +46.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling