+258.5%
OKE vs ALL
+365.1%
-106.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.4% |
| 7D | +1.2% | -2.3% | +3.5% | +2.7% |
| 30D | +4.5% | -0.4% | +4.9% | +4.6% |
| 3M | +9.6% | +16.0% | -6.4% | -1.5% |
| 6M | +15.4% | +24.6% | -9.2% | -1.5% |
| YTD | +36.5% | +23.7% | +12.8% | +16.0% |
| 1Y | +39.0% | +27.7% | +11.2% | +15.0% |
| 3Y | +74.3% | +150.2% | -75.9% | -15.8% |
| 5Y | +141.2% | +117.1% | +24.1% | +22.1% |
| All | +258.5% | +365.1% | -106.6% | +19.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling