+139.2%
OKE vs ALLY
-3.5%
+142.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.1% | -0.7% | -1.5% |
| 7D | -0.2% | -1.9% | +1.7% | +0.3% |
| 30D | +6.1% | -4.5% | +10.5% | +7.2% |
| 3M | +10.4% | -2.8% | +13.3% | +10.8% |
| 6M | +14.2% | +10.3% | +3.8% | +9.7% |
| YTD | +35.3% | -5.7% | +41.0% | +35.7% |
| 1Y | +40.6% | +3.9% | +36.7% | +36.3% |
| 3Y | +72.2% | +64.7% | +7.5% | +40.8% |
| All | +139.2% | -3.5% | +142.7% | +125.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling