+16,116.0%
OKE vs APD
+6,042.2%
+10,073.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.7% |
| 7D | +1.9% | -2.5% | +4.4% | +3.0% |
| 30D | +12.8% | -1.9% | +14.7% | +13.7% |
| 3M | +11.9% | +8.2% | +3.7% | +7.6% |
| 6M | +14.9% | +10.7% | +4.1% | +9.1% |
| YTD | +37.7% | +22.9% | +14.8% | +24.7% |
| 1Y | +44.1% | +5.8% | +38.3% | +38.3% |
| 3Y | +75.3% | +7.8% | +67.5% | +62.7% |
| 5Y | +144.0% | +26.1% | +117.9% | +108.9% |
| 10Y | +249.7% | +163.7% | +86.0% | +124.7% |
| All | +16,116.0% | +6,042.2% | +10,073.8% | +3,830.1% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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