+139.0%
OKE vs CAPR
+66.0%
+73.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.9% | +3.8% | 0.0% |
| 7D | 0.0% | -10.6% | +10.5% | +0.1% |
| 30D | +4.6% | +111.2% | -106.6% | +3.3% |
| 3M | +6.9% | -67.2% | +74.2% | +7.5% |
| 6M | +15.8% | -75.1% | +90.9% | +16.7% |
| YTD | +35.2% | -71.2% | +106.4% | +35.9% |
| 1Y | +37.6% | +31.1% | +6.5% | +31.1% |
| 3Y | +72.0% | +31.3% | +40.7% | +52.6% |
| 5Y | +139.0% | +69.4% | +69.6% | +97.9% |
| All | +139.0% | +66.0% | +73.0% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 5y: compounded portfolio wealth divided by compounded CAPR 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…
5y analysis · Full analysis span regression · 6 months rolling