+242.9%
OKE vs ALLE
+211.7%
+31.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.5% |
| 7D | +5.4% | +3.6% | +1.8% | +3.4% |
| 30D | -1.3% | +25.9% | -27.2% | -13.5% |
| 3M | -2.0% | +15.8% | -17.8% | -10.3% |
| 6M | +3.4% | +48.1% | -44.7% | -18.7% |
| YTD | +28.2% | +22.0% | +6.2% | +11.2% |
| 1Y | +35.7% | +18.0% | +17.6% | +19.9% |
| 3Y | +61.0% | +93.1% | -32.1% | +0.4% |
| 5Y | +85.8% | +52.1% | +33.7% | +31.8% |
| All | +242.9% | +211.7% | +31.2% | +78.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 ALLE 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