+339.1%
OKE vs AR
-27.8%
+366.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +2.4% |
| 7D | +1.9% | -1.8% | +3.7% | +2.5% |
| 30D | +12.8% | +12.6% | +0.2% | +8.8% |
| 3M | +11.9% | +10.0% | +1.9% | +8.5% |
| 6M | +14.9% | +0.6% | +14.2% | +14.3% |
| YTD | +37.7% | +13.4% | +24.3% | +31.6% |
| 1Y | +44.1% | +21.7% | +22.4% | +34.0% |
| 3Y | +75.3% | +45.8% | +29.4% | +50.4% |
| 5Y | +144.0% | +144.3% | -0.2% | +70.7% |
| 10Y | +249.7% | +41.8% | +207.9% | +172.0% |
| All | +339.1% | -27.8% | +366.9% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling