+44.6%
OKE vs ALL
+42.7%
+1.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +2.9% | -6.5% | -4.2% |
| 7D | -5.2% | +7.5% | -12.8% | -6.8% |
| 30D | +1.1% | +19.7% | -18.6% | -2.9% |
| 3M | +2.2% | +2.9% | -0.7% | +1.0% |
| 6M | 0.0% | +23.5% | -23.5% | -4.2% |
| YTD | +26.5% | +31.1% | -4.6% | +20.9% |
| 1Y | +44.6% | +40.5% | +4.1% | +34.3% |
| All | +44.6% | +42.7% | +1.9% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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