+39.0%
OKE vs AG
+110.7%
-71.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.9% | +3.9% | +0.8% |
| 7D | +1.2% | -6.7% | +8.0% | +0.9% |
| 30D | +4.5% | +2.2% | +2.3% | +4.7% |
| 3M | +9.6% | +15.7% | -6.1% | +10.8% |
| 6M | +15.4% | -23.8% | +39.2% | +16.4% |
| YTD | +36.5% | +17.6% | +18.8% | +39.0% |
| 1Y | +39.0% | +88.6% | -49.7% | +43.6% |
| All | +39.0% | +110.7% | -71.8% | +43.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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