+36.6%
OKE vs AUR
-10.8%
+47.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.7% |
| 7D | -9.0% | -8.5% | -0.5% | -9.4% |
| 30D | -2.3% | -29.9% | +27.7% | -3.9% |
| 3M | 0.0% | -39.8% | +39.7% | -2.2% |
| 6M | -2.0% | -38.3% | +36.3% | -4.0% |
| YTD | +23.2% | +4.9% | +18.2% | +19.1% |
| 1Y | +36.6% | -9.6% | +46.3% | +33.7% |
| All | +36.6% | -10.8% | +47.5% | +33.7% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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