+258.5%
OKE vs AVAV
+519.3%
-260.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.2% | +1.0% |
| 7D | +1.2% | +1.4% | -0.2% | +1.0% |
| 30D | +4.5% | -24.3% | +28.8% | +9.2% |
| 3M | +9.6% | -20.1% | +29.7% | +12.1% |
| 6M | +15.4% | -29.4% | +44.7% | +19.1% |
| YTD | +36.5% | -39.3% | +75.8% | +41.3% |
| 1Y | +39.0% | -39.3% | +78.3% | +41.7% |
| 3Y | +74.3% | +29.5% | +44.8% | +39.5% |
| 5Y | +141.2% | +56.3% | +84.9% | +73.0% |
| All | +258.5% | +519.3% | -260.8% | +92.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AVAV.
Daily Out/Under-Performance
Portfolio return minus AVAV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVAV 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 10y: compounded portfolio wealth divided by compounded AVAV 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…
10y analysis · Full analysis span regression · 6 months rolling