+1,283.1%
OKE vs CAPR
-99.1%
+1,382.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.6% | +5.8% | +2.2% |
| 7D | +1.9% | -9.5% | +11.4% | +2.1% |
| 30D | +12.8% | +121.5% | -108.7% | +11.1% |
| 3M | +11.9% | -65.4% | +77.3% | +12.6% |
| 6M | +14.9% | -67.5% | +82.4% | +15.5% |
| YTD | +37.7% | -68.6% | +106.3% | +38.5% |
| 1Y | +44.1% | +42.7% | +1.4% | +36.2% |
| 3Y | +75.3% | +43.4% | +31.9% | +61.9% |
| 5Y | +144.0% | +86.0% | +58.0% | +122.3% |
| 10Y | +249.7% | -77.4% | +327.1% | +204.3% |
| All | +1,283.1% | -99.1% | +1,382.2% | +1,078.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling