+304.3%
OKE vs ARMK
+357.2%
-52.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARMK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.4% | +0.8% | +1.4% |
| 7D | +1.9% | +1.7% | +0.2% | +1.0% |
| 30D | +12.8% | +3.1% | +9.7% | +10.6% |
| 3M | +11.9% | +9.2% | +2.7% | +6.0% |
| 6M | +14.9% | +43.7% | -28.8% | -7.7% |
| YTD | +37.7% | +57.4% | -19.7% | +4.4% |
| 1Y | +44.1% | +51.9% | -7.8% | +11.0% |
| 3Y | +75.3% | +125.4% | -50.1% | +3.4% |
| 5Y | +144.0% | +149.1% | -5.1% | +29.6% |
| 10Y | +249.7% | +135.4% | +114.3% | +57.3% |
| All | +304.3% | +357.2% | -52.9% | +62.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ARMK.
Daily Out/Under-Performance
Portfolio return minus ARMK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARMK 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 ARMK 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