+1,015.2%
OKE vs CBOE
+978.8%
+36.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.2% | +1.7% |
| 7D | +1.2% | -5.8% | +7.1% | +3.2% |
| 30D | +4.5% | -3.1% | +7.6% | +5.3% |
| 3M | +9.6% | -4.8% | +14.4% | +10.5% |
| 6M | +15.4% | -0.6% | +15.9% | +13.2% |
| YTD | +36.5% | +12.8% | +23.7% | +27.7% |
| 1Y | +39.0% | +19.8% | +19.2% | +27.1% |
| 3Y | +74.3% | +86.9% | -12.6% | +31.1% |
| 5Y | +141.2% | +136.5% | +4.7% | +62.5% |
| 10Y | +262.1% | +368.4% | -106.3% | +101.4% |
| All | +1,015.2% | +978.8% | +36.4% | +342.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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