+35.3%
OKE vs AZO
-28.9%
+64.2%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.6% |
| 30D | +9.4% | -2.7% | +12.1% | +9.6% |
| 3M | +8.6% | -3.2% | +11.8% | +8.7% |
| 6M | +15.3% | -19.7% | +35.0% | +18.1% |
| YTD | +34.8% | -12.0% | +46.8% | +37.0% |
| 1Y | +35.3% | -29.5% | +64.8% | +38.5% |
| All | +35.3% | -28.9% | +64.2% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AZO.
Daily Out/Under-Performance
Portfolio return minus AZO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AZO 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 1y: compounded portfolio wealth divided by compounded AZO 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…
1y analysis · Full analysis span regression · 6 months rolling