+137.0%
OKE vs CHRW
+90.8%
+46.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | +3.5% | -2.2% | +0.6% |
| 30D | +4.5% | +4.6% | -0.1% | +3.6% |
| 3M | +9.6% | -19.7% | +29.3% | +13.4% |
| 6M | +15.4% | -12.4% | +27.8% | +16.8% |
| YTD | +36.5% | -3.9% | +40.4% | +34.1% |
| 1Y | +39.0% | +18.4% | +20.6% | +28.9% |
| 3Y | +74.3% | +88.8% | -14.6% | +39.5% |
| All | +137.0% | +90.8% | +46.3% | +85.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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