+137.0%
OKE vs AGI
+400.3%
-263.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.7% | +0.2% | +0.9% |
| 7D | +1.2% | -2.7% | +4.0% | +1.5% |
| 30D | +4.5% | +7.2% | -2.8% | +3.6% |
| 3M | +9.6% | +4.3% | +5.4% | +8.7% |
| 6M | +15.4% | -27.1% | +42.5% | +18.9% |
| YTD | +36.5% | -6.6% | +43.1% | +34.6% |
| 1Y | +39.0% | +9.5% | +29.5% | +32.7% |
| 3Y | +74.3% | +208.4% | -134.1% | +31.0% |
| All | +137.0% | +400.3% | -263.2% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 5y: compounded portfolio wealth divided by compounded AGI 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…
5y analysis · Full analysis span regression · 6 months rolling