+258.5%
OKE vs AR
+41.9%
+216.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.9% | +2.8% | +1.5% |
| 7D | +1.2% | -2.5% | +3.7% | +1.9% |
| 30D | +4.5% | +2.5% | +2.0% | +3.7% |
| 3M | +9.6% | +12.3% | -2.7% | +5.9% |
| 6M | +15.4% | -3.1% | +18.5% | +16.1% |
| YTD | +36.5% | +11.5% | +24.9% | +31.5% |
| 1Y | +39.0% | +17.0% | +21.9% | +31.4% |
| 3Y | +74.3% | +47.3% | +27.0% | +51.2% |
| 5Y | +141.2% | +141.2% | 0.0% | +75.8% |
| All | +258.5% | +41.9% | +216.6% | +177.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling