+124.6%
OKE vs ALC
+21.6%
+103.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.1% | +3.1% |
| 7D | +1.9% | -3.7% | +5.6% | +3.7% |
| 30D | +12.8% | -3.7% | +16.6% | +14.8% |
| 3M | +11.9% | +4.6% | +7.4% | +9.0% |
| 6M | +14.9% | -14.6% | +29.5% | +22.4% |
| YTD | +37.7% | -11.9% | +49.6% | +43.5% |
| 1Y | +44.1% | -13.1% | +57.2% | +50.5% |
| 3Y | +75.3% | -15.0% | +90.3% | +77.9% |
| 5Y | +144.0% | -16.2% | +160.2% | +142.6% |
| All | +124.6% | +21.6% | +103.0% | +63.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling