+16.2%
OKE vs ALB
-18.0%
+34.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +2.3% |
| 7D | +1.9% | -4.4% | +6.3% | +1.7% |
| 30D | +12.8% | -1.2% | +14.0% | +12.9% |
| 3M | +11.9% | -13.3% | +25.2% | +11.9% |
| All | +16.2% | -18.0% | +34.1% | +16.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling