+233.5%
OKE vs ALLY
+98.8%
+134.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.6% |
| 7D | +5.4% | +0.4% | +5.0% | +5.1% |
| 30D | -1.3% | +5.2% | -6.6% | -4.1% |
| 3M | -2.0% | -13.3% | +11.3% | +4.4% |
| 6M | +3.4% | -6.7% | +10.1% | +5.3% |
| YTD | +28.2% | -12.8% | +41.0% | +32.7% |
| 1Y | +35.7% | +0.7% | +35.0% | +30.2% |
| 3Y | +61.0% | +65.2% | -4.2% | +11.1% |
| 5Y | +85.8% | -10.1% | +95.9% | +66.8% |
| 10Y | +242.1% | +177.0% | +65.1% | +45.5% |
| All | +233.5% | +98.8% | +134.7% | +53.9% |
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