+36.6%
OKE vs AZO
-10.2%
+46.8%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | -9.0% | +5.5% | -14.5% | -9.4% |
| 30D | -2.3% | +14.2% | -16.4% | -3.6% |
| 3M | 0.0% | +7.9% | -8.0% | -0.8% |
| 6M | -2.0% | -6.6% | +4.6% | -1.4% |
| YTD | +23.2% | -2.4% | +25.6% | +24.0% |
| 1Y | +36.6% | -9.6% | +46.2% | +39.6% |
| All | +36.6% | -10.2% | +46.8% | +39.6% |
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