+255.2%
OKE vs ALK
-37.3%
+292.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | +0.1% |
| 7D | 0.0% | -3.1% | +3.1% | +1.0% |
| 30D | +4.6% | -17.1% | +21.7% | +11.0% |
| 3M | +6.9% | -3.8% | +10.7% | +6.1% |
| 6M | +15.8% | -5.3% | +21.0% | +11.9% |
| YTD | +35.2% | -20.3% | +55.4% | +37.5% |
| 1Y | +37.6% | -36.0% | +73.6% | +51.1% |
| 3Y | +72.0% | +0.8% | +71.3% | +42.1% |
| 5Y | +139.0% | -28.5% | +167.4% | +120.8% |
| All | +255.2% | -37.3% | +292.5% | +178.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling