+34.0%
OKE vs AS
+2.8%
+31.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +0.4% |
| 7D | -0.5% | -3.0% | +2.5% | -1.1% |
| 30D | -3.1% | +9.6% | -12.7% | -1.2% |
| 3M | -2.6% | -8.2% | +5.6% | -4.1% |
| 6M | +2.8% | -9.9% | +12.7% | +1.2% |
| YTD | +25.9% | -16.8% | +42.7% | +25.7% |
| 1Y | +34.0% | +3.0% | +31.0% | +38.4% |
| All | +34.0% | +2.8% | +31.2% | +38.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling