+61.0%
OKE vs ALLE
+94.0%
-33.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.0% | 0.0% | +0.8% |
| 7D | +5.4% | +3.6% | +1.8% | +4.6% |
| 30D | -1.3% | +25.9% | -27.2% | -5.9% |
| 3M | -2.0% | +15.8% | -17.8% | -5.0% |
| 6M | +3.4% | +48.1% | -44.7% | -5.7% |
| YTD | +28.2% | +22.0% | +6.2% | +23.1% |
| 1Y | +35.7% | +18.0% | +17.6% | +31.7% |
| 3Y | +61.0% | +93.1% | -32.1% | +25.6% |
| All | +61.0% | +94.0% | -33.0% | +25.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling