+58.1%
OKE vs AS
+104.6%
-46.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | 0.0% |
| 7D | 0.0% | -3.9% | +3.8% | +0.2% |
| 30D | +4.6% | -19.0% | +23.6% | +6.0% |
| 3M | +6.9% | -18.8% | +25.8% | +8.1% |
| 6M | +15.8% | -21.0% | +36.7% | +16.9% |
| YTD | +35.2% | -26.6% | +61.8% | +37.5% |
| 1Y | +37.6% | -25.3% | +62.9% | +39.2% |
| All | +58.1% | +104.6% | -46.5% | +44.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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