+258.5%
OKE vs ARWR
+1,081.9%
-823.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.2% | -4.0% | +5.3% | +1.7% |
| 30D | +4.5% | -5.0% | +9.5% | +5.1% |
| 3M | +9.6% | +11.3% | -1.7% | +7.6% |
| 6M | +15.4% | +42.6% | -27.2% | +9.2% |
| YTD | +36.5% | +24.8% | +11.7% | +30.7% |
| 1Y | +39.0% | +178.8% | -139.8% | +18.8% |
| 3Y | +74.3% | +183.3% | -109.0% | +39.6% |
| 5Y | +141.2% | +29.5% | +111.7% | +105.5% |
| All | +258.5% | +1,081.9% | -823.4% | +161.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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