+123.2%
OKE vs AVTR
+1.1%
+122.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AVTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | 0.0% | -2.0% | +2.0% | +0.7% |
| 30D | +4.6% | +8.1% | -3.5% | +1.6% |
| 3M | +6.9% | +54.2% | -47.3% | -9.5% |
| 6M | +15.8% | +82.6% | -66.8% | -9.2% |
| YTD | +35.2% | +29.8% | +5.3% | +19.3% |
| 1Y | +37.6% | +18.0% | +19.6% | +22.1% |
| 3Y | +72.0% | -26.4% | +98.5% | +72.3% |
| 5Y | +139.0% | -64.8% | +203.8% | +241.9% |
| All | +123.2% | +1.1% | +122.1% | +27.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling