+72.7%
OKE vs ALL
+150.1%
-77.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | 0.0% | -4.3% | +4.3% | +1.4% |
| 30D | +4.6% | -3.6% | +8.2% | +5.8% |
| 3M | +6.9% | +13.2% | -6.3% | +2.1% |
| 6M | +15.8% | +22.5% | -6.7% | +7.5% |
| YTD | +35.2% | +22.7% | +12.5% | +24.8% |
| 1Y | +37.6% | +28.3% | +9.3% | +24.6% |
| All | +72.7% | +150.1% | -77.4% | +21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling