+17,653.7%
OKE vs AZO
+41,743.6%
-24,089.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AZO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | -3.6% | +4.8% | +2.1% |
| 30D | +4.5% | -5.6% | +10.0% | +5.9% |
| 3M | +9.6% | -6.6% | +16.3% | +11.0% |
| 6M | +15.4% | -22.5% | +37.9% | +21.8% |
| YTD | +36.5% | -15.2% | +51.6% | +40.7% |
| 1Y | +39.0% | -33.9% | +72.9% | +51.8% |
| 3Y | +74.3% | +11.8% | +62.5% | +66.0% |
| 5Y | +141.2% | +85.5% | +55.7% | +101.5% |
| 10Y | +262.1% | +298.2% | -36.1% | +153.0% |
| All | +17,653.7% | +41,743.6% | -24,089.9% | +6,285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling