+441.9%
OKE vs ALM
+8,394.4%
-7,952.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +8.8% | -6.6% | +2.2% |
| 7D | +1.9% | +8.4% | -6.5% | +1.9% |
| 30D | +12.8% | +34.8% | -22.0% | +12.7% |
| 3M | +11.9% | +16.2% | -4.3% | +11.8% |
| 6M | +14.9% | +2.1% | +12.7% | +14.8% |
| YTD | +37.7% | +117.0% | -79.3% | +37.2% |
| 1Y | +44.1% | +313.9% | -269.8% | +43.2% |
| 3Y | +75.3% | +2,327.9% | -2,252.7% | +72.8% |
| 5Y | +144.0% | +1,040.6% | -896.6% | +140.9% |
| 10Y | +249.7% | +3,219.4% | -2,969.7% | +244.2% |
| All | +441.9% | +8,394.4% | -7,952.5% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling