+74.3%
OKE vs AVTR
-27.0%
+101.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | +1.2% | -1.1% | +2.3% | +1.3% |
| 30D | +4.5% | +6.3% | -1.8% | +4.0% |
| 3M | +9.6% | +53.3% | -43.7% | +5.9% |
| 6M | +15.4% | +78.6% | -63.3% | +9.7% |
| YTD | +36.5% | +29.2% | +7.2% | +34.3% |
| 1Y | +39.0% | +13.8% | +25.1% | +38.0% |
| 3Y | +74.3% | -27.4% | +101.7% | +74.6% |
| All | +74.3% | -27.0% | +101.3% | +74.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AVTR.
Daily Out/Under-Performance
Portfolio return minus AVTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AVTR 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 AVTR 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