+258.5%
OKE vs ALLY
+189.7%
+68.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.1% |
| 7D | +1.2% | -3.8% | +5.0% | +3.1% |
| 30D | +4.5% | -4.9% | +9.4% | +6.9% |
| 3M | +9.6% | -2.6% | +12.2% | +10.3% |
| 6M | +15.4% | +15.7% | -0.4% | +5.1% |
| YTD | +36.5% | -5.2% | +41.6% | +36.2% |
| 1Y | +39.0% | +2.8% | +36.2% | +32.1% |
| 3Y | +74.3% | +63.4% | +10.9% | +21.6% |
| 5Y | +141.2% | -2.6% | +143.8% | +109.5% |
| All | +258.5% | +189.7% | +68.8% | +70.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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