+72.9%
OKE vs ALLY
+63.1%
+9.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.1% |
| 30D | +6.1% | -4.5% | +10.5% | +6.9% |
| 3M | +10.4% | -2.8% | +13.3% | +10.7% |
| 6M | +14.2% | +10.3% | +3.8% | +10.3% |
| YTD | +35.3% | -5.7% | +41.0% | +35.9% |
| 1Y | +40.6% | +3.9% | +36.7% | +36.9% |
| All | +72.9% | +63.1% | +9.7% | +51.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling