+250.7%
OKE vs ALLY
+124.8%
+125.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.7% | -0.5% |
| 7D | +0.7% | +3.7% | -3.0% | -1.1% |
| 30D | +9.4% | -2.3% | +11.6% | +10.5% |
| 3M | +8.6% | +3.8% | +4.7% | +5.8% |
| 6M | +15.3% | +9.7% | +5.6% | +7.7% |
| YTD | +34.8% | -1.4% | +36.2% | +32.1% |
| 1Y | +35.3% | +8.2% | +27.0% | +25.3% |
| 3Y | +69.5% | +66.5% | +3.0% | +17.2% |
| 5Y | +135.2% | +1.2% | +134.0% | +99.2% |
| 10Y | +261.7% | +191.4% | +70.3% | +51.1% |
| All | +250.7% | +124.8% | +125.8% | +53.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling