+45.9%
OKE vs AS
+137.8%
-91.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.8% | +3.5% | +1.7% |
| 7D | -5.0% | +4.5% | -9.5% | -5.2% |
| 30D | -1.6% | +13.2% | -14.8% | -2.4% |
| 3M | -2.2% | -11.9% | +9.7% | -1.5% |
| 6M | +5.0% | -11.6% | +16.5% | +5.6% |
| YTD | +24.8% | -14.7% | +39.5% | +25.7% |
| 1Y | +35.1% | +5.7% | +29.4% | +31.7% |
| All | +45.9% | +137.8% | -91.9% | +32.0% |
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