+519.6%
OKE vs APTV
+180.7%
+339.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.7% | -2.8% | -1.2% |
| 7D | 0.0% | -1.8% | +1.8% | +0.6% |
| 30D | +4.6% | -7.9% | +12.5% | +7.8% |
| 3M | +6.9% | -29.9% | +36.9% | +21.6% |
| 6M | +15.8% | -36.6% | +52.3% | +34.1% |
| YTD | +35.2% | -40.0% | +75.1% | +58.8% |
| 1Y | +37.6% | -44.0% | +81.6% | +65.8% |
| 3Y | +72.0% | -54.5% | +126.6% | +113.8% |
| 5Y | +139.0% | -68.8% | +207.8% | +237.4% |
| 10Y | +258.7% | -16.9% | +275.7% | +186.8% |
| All | +519.6% | +180.7% | +339.0% | +255.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling