+15.4%
OKE vs ALLE
+3.2%
+12.2%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.4% | +1.2% |
| 7D | +1.2% | -2.4% | +3.6% | +0.7% |
| 30D | +4.5% | -7.7% | +12.2% | +2.8% |
| 3M | +9.6% | +15.2% | -5.6% | +12.8% |
| 6M | +15.4% | +5.4% | +10.0% | +16.6% |
| All | +15.4% | +3.2% | +12.2% | +16.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling