+139.0%
OKE vs ARWR
+26.4%
+112.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | 0.0% | -4.3% | +4.3% | +0.3% |
| 30D | +4.6% | -7.3% | +11.9% | +5.2% |
| 3M | +6.9% | +17.0% | -10.1% | +5.2% |
| 6M | +15.8% | +39.8% | -24.0% | +11.5% |
| YTD | +35.2% | +24.7% | +10.5% | +31.2% |
| 1Y | +37.6% | +186.5% | -148.9% | +21.5% |
| 3Y | +72.0% | +176.8% | -104.8% | +43.7% |
| 5Y | +139.0% | +29.3% | +109.6% | +107.3% |
| All | +139.0% | +26.4% | +112.6% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling