+8,546.9%
OKE vs ALL
+3,579.2%
+4,967.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.4% | +4.5% | +3.1% |
| 7D | +1.9% | -1.7% | +3.6% | +2.5% |
| 30D | +12.8% | -4.7% | +17.5% | +14.8% |
| 3M | +11.9% | +18.4% | -6.4% | +4.5% |
| 6M | +14.9% | +20.5% | -5.6% | +6.3% |
| YTD | +37.7% | +23.5% | +14.2% | +25.6% |
| 1Y | +44.1% | +29.0% | +15.1% | +29.0% |
| 3Y | +75.3% | +153.7% | -78.5% | +19.1% |
| 5Y | +144.0% | +114.8% | +29.2% | +73.9% |
| 10Y | +249.7% | +356.1% | -106.4% | +100.5% |
| All | +8,546.9% | +3,579.2% | +4,967.7% | +3,096.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling