+10,364.8%
OKE vs ARWR
-97.1%
+10,461.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.4% | +3.6% | +2.2% |
| 7D | +1.9% | +2.9% | -1.0% | +1.9% |
| 30D | +12.8% | -2.9% | +15.7% | +12.9% |
| 3M | +11.9% | +15.2% | -3.3% | +11.8% |
| 6M | +14.9% | +42.3% | -27.4% | +14.6% |
| YTD | +37.7% | +28.2% | +9.5% | +37.4% |
| 1Y | +44.1% | +213.2% | -169.2% | +42.9% |
| 3Y | +75.3% | +184.6% | -109.4% | +73.5% |
| 5Y | +144.0% | +29.2% | +114.8% | +142.2% |
| 10Y | +249.7% | +1,012.5% | -762.8% | +243.2% |
| All | +10,364.8% | -97.1% | +10,461.9% | +9,768.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling