+44.6%
OKE vs ALB
+4.7%
+39.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +5.3% | -8.9% | -3.5% |
| 7D | -5.2% | -2.1% | -3.2% | -5.2% |
| 30D | +1.1% | -9.0% | +10.1% | +1.0% |
| 3M | +2.2% | -21.1% | +23.3% | +1.8% |
| 6M | 0.0% | -49.9% | +49.9% | -0.9% |
| YTD | +26.5% | -32.3% | +58.8% | +28.3% |
| 1Y | +44.6% | +8.6% | +36.0% | +50.0% |
| All | +44.6% | +4.7% | +39.9% | +50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 ALB 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