+137.0%
OKE vs ATI
+1,029.4%
-892.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +1.0% |
| 7D | +1.2% | -5.6% | +6.9% | +2.4% |
| 30D | +4.5% | -13.7% | +18.2% | +7.5% |
| 3M | +9.6% | -0.4% | +10.0% | +9.1% |
| 6M | +15.4% | +26.2% | -10.9% | +7.9% |
| YTD | +36.5% | +73.2% | -36.7% | +17.5% |
| 1Y | +39.0% | +161.6% | -122.6% | +6.8% |
| 3Y | +74.3% | +346.2% | -271.9% | +9.1% |
| All | +137.0% | +1,029.4% | -892.3% | +12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ATI.
Daily Out/Under-Performance
Portfolio return minus ATI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ATI 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 ATI 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