+139.0%
OKE vs ALC
-19.4%
+158.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | +0.7% |
| 7D | 0.0% | -7.7% | +7.6% | +2.3% |
| 30D | +4.6% | -11.7% | +16.3% | +8.4% |
| 3M | +6.9% | +0.7% | +6.3% | +6.5% |
| 6M | +15.8% | -17.1% | +32.8% | +21.6% |
| YTD | +35.2% | -15.1% | +50.3% | +40.4% |
| 1Y | +37.6% | -14.1% | +51.7% | +41.9% |
| 3Y | +72.0% | -18.2% | +90.2% | +76.9% |
| 5Y | +139.0% | -19.2% | +158.1% | +140.2% |
| All | +139.0% | -19.4% | +158.3% | +140.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling