+258.5%
OKE vs ALM
+2,589.2%
-2,330.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -6.5% | +7.5% | +1.2% |
| 7D | +1.2% | -11.8% | +13.1% | +1.8% |
| 30D | +4.5% | +7.8% | -3.3% | +4.0% |
| 3M | +9.6% | -9.3% | +18.9% | +9.6% |
| 6M | +15.4% | -30.5% | +45.8% | +16.0% |
| YTD | +36.5% | +75.8% | -39.4% | +30.1% |
| 1Y | +39.0% | +241.2% | -202.2% | +26.9% |
| 3Y | +74.3% | +1,872.6% | -1,798.3% | +36.9% |
| 5Y | +141.2% | +849.6% | -708.4% | +95.2% |
| All | +258.5% | +2,589.2% | -2,330.7% | +170.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 10y: compounded portfolio wealth divided by compounded ALM 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…
10y analysis · Full analysis span regression · 6 months rolling