+1,337.0%
OKE vs AG
+439.9%
+897.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.3% |
| 7D | +1.9% | +4.5% | -2.6% | +1.3% |
| 30D | +12.8% | +12.9% | 0.0% | +10.8% |
| 3M | +11.9% | +20.9% | -9.0% | +8.2% |
| 6M | +14.9% | -19.5% | +34.4% | +15.8% |
| YTD | +37.7% | +24.8% | +12.9% | +29.1% |
| 1Y | +44.1% | +120.2% | -76.2% | +23.1% |
| 3Y | +75.3% | +279.0% | -203.8% | +31.7% |
| 5Y | +144.0% | +67.9% | +76.1% | +99.1% |
| 10Y | +249.7% | +57.5% | +192.2% | +156.9% |
| All | +1,337.0% | +439.9% | +897.1% | +459.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling