+11.9%
OKE vs AG
+20.4%
-8.4%
-6.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.0% |
| 7D | +1.9% | +4.5% | -2.6% | +2.7% |
| 30D | +12.8% | +12.9% | 0.0% | +15.5% |
| 3M | +11.9% | +20.9% | -9.0% | +17.6% |
| All | +11.9% | +20.4% | -8.4% | +17.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling