+61.0%
OKE vs AFRM
+192.6%
-131.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AFRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.1% | +1.1% |
| 7D | +5.4% | -4.4% | +9.8% | +5.7% |
| 30D | -1.3% | -7.7% | +6.3% | -0.9% |
| 3M | -2.0% | -16.9% | +14.8% | -1.0% |
| 6M | +3.4% | +2.5% | +0.9% | +2.1% |
| YTD | +28.2% | -12.5% | +40.7% | +27.9% |
| 1Y | +35.7% | -11.0% | +46.7% | +34.8% |
| 3Y | +61.0% | +184.6% | -123.6% | +33.1% |
| All | +61.0% | +192.6% | -131.6% | +33.1% |
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 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