+139.0%
OKE vs ALB
-48.1%
+187.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +2.9% | +0.3% |
| 7D | 0.0% | -7.6% | +7.6% | +1.0% |
| 30D | +4.6% | -5.6% | +10.2% | +5.3% |
| 3M | +6.9% | -16.8% | +23.8% | +9.2% |
| 6M | +15.8% | -26.3% | +42.1% | +19.2% |
| YTD | +35.2% | -13.2% | +48.4% | +34.7% |
| 1Y | +37.6% | +68.8% | -31.2% | +21.2% |
| 3Y | +72.0% | -30.7% | +102.7% | +70.9% |
| 5Y | +139.0% | -46.3% | +185.2% | +146.8% |
| All | +139.0% | -48.1% | +187.1% | +146.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling