+85.0%
OKE vs AR
+99.4%
-14.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +1.0% |
| 7D | +5.4% | +7.4% | -2.0% | +2.8% |
| 30D | -1.3% | +5.8% | -7.1% | -3.3% |
| 3M | -2.0% | +5.2% | -7.3% | -4.0% |
| 6M | +3.4% | +5.4% | -2.0% | +1.0% |
| YTD | +28.2% | +12.4% | +15.8% | +21.9% |
| 1Y | +35.7% | +12.8% | +22.9% | +28.5% |
| 3Y | +61.0% | +47.2% | +13.8% | +35.9% |
| All | +85.0% | +99.4% | -14.4% | +40.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling