+61.0%
OKE vs AS
+114.1%
-53.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.8% | +5.0% | +2.4% |
| 7D | +1.9% | -2.6% | +4.5% | +2.1% |
| 30D | +12.8% | -22.1% | +35.0% | +14.6% |
| 3M | +11.9% | -15.3% | +27.3% | +12.8% |
| 6M | +14.9% | -15.6% | +30.4% | +15.3% |
| YTD | +37.7% | -23.2% | +60.9% | +39.7% |
| 1Y | +44.1% | -21.7% | +65.8% | +45.3% |
| All | +61.0% | +114.1% | -53.1% | +46.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling