+137.0%
OKE vs APTV
-69.3%
+206.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.3% | +1.0% |
| 7D | +1.2% | -5.0% | +6.3% | +2.2% |
| 30D | +4.5% | -6.1% | +10.6% | +5.6% |
| 3M | +9.6% | -33.0% | +42.6% | +18.1% |
| 6M | +15.4% | -35.2% | +50.6% | +24.2% |
| YTD | +36.5% | -40.1% | +76.6% | +49.0% |
| 1Y | +39.0% | -45.6% | +84.6% | +55.2% |
| 3Y | +74.3% | -54.4% | +128.7% | +99.0% |
| All | +137.0% | -69.3% | +206.3% | +191.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 5y: compounded portfolio wealth divided by compounded APTV 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…
5y analysis · Full analysis span regression · 6 months rolling