+74.3%
OKE vs AUR
+84.2%
-9.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.6% | +0.9% |
| 7D | +1.2% | +1.4% | -0.2% | +1.2% |
| 30D | +4.5% | -6.4% | +10.9% | +4.7% |
| 3M | +9.6% | +7.7% | +1.9% | +8.9% |
| 6M | +15.4% | +44.5% | -29.1% | +12.1% |
| YTD | +36.5% | +67.4% | -31.0% | +31.3% |
| 1Y | +39.0% | +15.4% | +23.5% | +36.2% |
| 3Y | +74.3% | +94.8% | -20.6% | +64.3% |
| All | +74.3% | +84.2% | -9.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling