+220.4%
OKE vs ARES
+1,117.3%
-896.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | +1.2% | -6.1% | +7.3% | +3.4% |
| 30D | +4.5% | -7.5% | +12.0% | +7.1% |
| 3M | +9.6% | +0.1% | +9.5% | +8.4% |
| 6M | +15.4% | +30.3% | -14.9% | +2.4% |
| YTD | +36.5% | -16.6% | +53.1% | +40.7% |
| 1Y | +39.0% | -26.1% | +65.1% | +49.0% |
| 3Y | +74.3% | +36.4% | +37.9% | +42.9% |
| 5Y | +141.2% | +95.0% | +46.2% | +65.5% |
| 10Y | +262.1% | +977.4% | -715.4% | +49.2% |
| All | +220.4% | +1,117.3% | -896.9% | +20.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ARES.
Daily Out/Under-Performance
Portfolio return minus ARES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARES 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 ARES 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