+35.3%
OKE vs ALK
-33.1%
+68.3%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.5% | -1.9% | -0.2% |
| 7D | +0.7% | -0.7% | +1.4% | +0.6% |
| 30D | +9.4% | -19.2% | +28.6% | +6.8% |
| 3M | +8.6% | -1.5% | +10.1% | +8.5% |
| 6M | +15.3% | -13.1% | +28.3% | +18.0% |
| YTD | +34.8% | -16.4% | +51.2% | +38.2% |
| 1Y | +35.3% | -33.1% | +68.3% | +32.0% |
| All | +35.3% | -33.1% | +68.3% | +32.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 1y: compounded portfolio wealth divided by compounded ALK 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…
1y analysis · Full analysis span regression · 6 months rolling