+137.0%
OKE vs ALL
+115.3%
+21.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +1.2% | -2.3% | +3.5% | +2.1% |
| 30D | +4.5% | -0.4% | +4.9% | +4.6% |
| 3M | +9.6% | +16.0% | -6.4% | +3.1% |
| 6M | +15.4% | +24.6% | -9.2% | +5.5% |
| YTD | +36.5% | +23.7% | +12.8% | +24.5% |
| 1Y | +39.0% | +27.7% | +11.2% | +24.9% |
| 3Y | +74.3% | +150.2% | -75.9% | +17.7% |
| All | +137.0% | +115.3% | +21.8% | +73.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling