+72.7%
OKE vs ALM
+1,934.4%
-1,861.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.6% | +9.5% | 0.0% |
| 7D | 0.0% | -7.1% | +7.1% | 0.0% |
| 30D | +4.6% | +24.7% | -20.1% | +4.3% |
| 3M | +6.9% | +8.3% | -1.4% | +6.7% |
| 6M | +15.8% | -22.2% | +37.9% | +16.1% |
| YTD | +35.2% | +88.1% | -52.9% | +32.5% |
| 1Y | +37.6% | +272.4% | -234.8% | +32.3% |
| All | +72.7% | +1,934.4% | -1,861.7% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling