+14,991.9%
OKE vs ALK
+760.3%
+14,231.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.5% | +2.5% | +1.3% |
| 7D | +5.4% | -1.2% | +6.5% | +5.5% |
| 30D | -1.3% | +7.7% | -9.0% | -3.2% |
| 3M | -2.0% | -19.0% | +16.9% | +1.3% |
| 6M | +3.4% | -0.2% | +3.6% | +1.1% |
| YTD | +28.2% | -23.5% | +51.7% | +30.0% |
| 1Y | +35.7% | -9.1% | +44.8% | +32.4% |
| 3Y | +61.0% | +12.0% | +49.0% | +44.9% |
| 5Y | +85.8% | -30.9% | +116.6% | +82.1% |
| 10Y | +242.1% | -45.6% | +287.6% | +238.2% |
| All | +14,991.9% | +760.3% | +14,231.6% | +8,667.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling