+67.5%
OKE vs CART
+14.3%
+53.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.0% | +8.2% | +2.7% |
| 7D | +1.9% | -4.1% | +6.0% | +2.2% |
| 30D | +12.8% | -4.3% | +17.2% | +13.2% |
| 3M | +11.9% | +13.1% | -1.2% | +10.3% |
| 6M | +14.9% | +26.0% | -11.1% | +11.8% |
| YTD | +37.7% | +6.7% | +31.0% | +36.3% |
| 1Y | +44.1% | +6.3% | +37.8% | +42.3% |
| All | +67.5% | +14.3% | +53.2% | +57.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 3y: compounded portfolio wealth divided by compounded CART 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…
3y analysis · Full analysis span regression · 6 months rolling