+122.6%
OKE vs ALC
+16.1%
+106.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.7% | +1.3% |
| 7D | +1.2% | -6.3% | +7.6% | +4.4% |
| 30D | +4.5% | -10.3% | +14.7% | +9.9% |
| 3M | +9.6% | -0.7% | +10.3% | +9.4% |
| 6M | +15.4% | -17.8% | +33.2% | +25.2% |
| YTD | +36.5% | -15.8% | +52.3% | +45.3% |
| 1Y | +39.0% | -16.7% | +55.7% | +48.2% |
| 3Y | +74.3% | -19.7% | +94.0% | +82.1% |
| 5Y | +141.2% | -19.8% | +161.0% | +144.7% |
| All | +122.6% | +16.1% | +106.4% | +65.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 10y: compounded portfolio wealth divided by compounded ALC 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…
10y analysis · Full analysis span regression · 6 months rolling