+139.6%
OKE vs ALLE
+11.9%
+127.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -0.8% |
| 7D | -0.2% | -2.2% | +2.0% | +0.5% |
| 30D | +6.1% | -8.3% | +14.4% | +9.0% |
| 3M | +10.4% | +16.3% | -5.8% | +4.0% |
| 6M | +14.2% | +1.8% | +12.3% | +12.3% |
| YTD | +35.3% | -3.9% | +39.3% | +35.7% |
| 1Y | +40.6% | -10.0% | +50.6% | +44.5% |
| 3Y | +72.2% | +45.8% | +26.4% | +40.8% |
| 5Y | +139.6% | +13.3% | +126.3% | +125.2% |
| All | +139.6% | +11.9% | +127.7% | +125.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling