+35.7%
OKE vs ALLY
-1.0%
+36.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +1.1% |
| 7D | +5.4% | +0.4% | +5.0% | +5.4% |
| 30D | -1.3% | +5.2% | -6.6% | -0.5% |
| 3M | -2.0% | -13.3% | +11.3% | -4.3% |
| 6M | +3.4% | -6.7% | +10.1% | +2.6% |
| YTD | +28.2% | -12.8% | +41.0% | +28.0% |
| 1Y | +35.7% | +0.7% | +35.0% | +33.6% |
| All | +35.7% | -1.0% | +36.7% | +33.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling