+4,651.9%
OKE vs AU
+755.5%
+3,896.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | +1.2% | -4.3% | +5.5% | +1.7% |
| 30D | +4.5% | +7.3% | -2.8% | +3.4% |
| 3M | +9.6% | +26.3% | -16.7% | +5.9% |
| 6M | +15.4% | +1.8% | +13.6% | +13.2% |
| YTD | +36.5% | +26.8% | +9.6% | +29.5% |
| 1Y | +39.0% | +66.7% | -27.7% | +26.5% |
| 3Y | +74.3% | +579.1% | -504.8% | +28.4% |
| 5Y | +141.2% | +689.3% | -548.1% | +70.6% |
| 10Y | +262.1% | +686.6% | -424.5% | +138.5% |
| All | +4,651.9% | +755.5% | +3,896.4% | +2,687.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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