+5,688.3%
OKE vs ATI
+1,093.4%
+4,594.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ATI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.4% | -1.6% |
| 7D | -0.2% | +2.4% | -2.6% | -0.9% |
| 30D | +6.1% | -9.5% | +15.6% | +8.8% |
| 3M | +10.4% | +10.4% | +0.1% | +6.5% |
| 6M | +14.2% | +31.8% | -17.7% | +3.4% |
| YTD | +35.3% | +80.0% | -44.6% | +11.9% |
| 1Y | +40.6% | +175.8% | -135.2% | +2.3% |
| 3Y | +72.2% | +364.2% | -292.0% | +3.2% |
| 5Y | +139.6% | +1,076.9% | -937.2% | +6.6% |
| 10Y | +259.1% | +1,178.1% | -919.0% | +41.4% |
| All | +5,688.3% | +1,093.4% | +4,594.9% | +1,654.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling