+1,316.2%
OKE vs AVAV
+495.1%
+821.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVAV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.9% | -0.7% | +1.7% |
| 7D | +1.9% | +3.2% | -1.3% | +1.3% |
| 30D | +12.8% | -20.3% | +33.2% | +17.4% |
| 3M | +11.9% | -19.4% | +31.4% | +14.4% |
| 6M | +14.9% | -35.3% | +50.1% | +20.7% |
| YTD | +37.7% | -38.5% | +76.2% | +42.7% |
| 1Y | +44.1% | -37.2% | +81.3% | +46.4% |
| 3Y | +75.3% | +31.1% | +44.1% | +42.6% |
| 5Y | +144.0% | +41.0% | +103.0% | +84.3% |
| 10Y | +249.7% | +508.8% | -259.0% | +80.2% |
| All | +1,316.2% | +495.1% | +821.1% | +573.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling