+10,761.5%
OKE vs ALB
+2,911.7%
+7,849.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.6% | -0.4% | +1.4% |
| 7D | +1.9% | -4.4% | +6.3% | +3.2% |
| 30D | +12.8% | -1.2% | +14.0% | +12.9% |
| 3M | +11.9% | -13.3% | +25.2% | +15.3% |
| 6M | +14.9% | -19.8% | +34.6% | +18.9% |
| YTD | +37.7% | -7.9% | +45.6% | +34.8% |
| 1Y | +44.1% | +60.2% | -16.1% | +16.5% |
| 3Y | +75.3% | -26.4% | +101.7% | +62.8% |
| 5Y | +144.0% | -42.5% | +186.6% | +130.3% |
| 10Y | +249.7% | +83.0% | +166.7% | +104.4% |
| All | +10,761.5% | +2,911.7% | +7,849.8% | +3,042.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling