+39.0%
OKE vs ALLY
+5.0%
+33.9%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +0.9% |
| 7D | +1.2% | -3.8% | +5.0% | +0.8% |
| 30D | +4.5% | -4.9% | +9.4% | +3.9% |
| 3M | +9.6% | -2.6% | +12.2% | +9.4% |
| 6M | +15.4% | +15.7% | -0.4% | +14.6% |
| YTD | +36.5% | -5.2% | +41.6% | +37.9% |
| 1Y | +39.0% | +2.8% | +36.2% | +36.0% |
| All | +39.0% | +5.0% | +33.9% | +36.0% |
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