+5,104.8%
OKE vs CHRW
+4,254.3%
+850.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -2.0% | -1.8% |
| 7D | -0.2% | +4.1% | -4.3% | -1.2% |
| 30D | +6.1% | +1.9% | +4.2% | +5.5% |
| 3M | +10.4% | -21.2% | +31.6% | +16.4% |
| 6M | +14.2% | -16.7% | +30.8% | +17.7% |
| YTD | +35.3% | -5.4% | +40.7% | +33.8% |
| 1Y | +40.6% | +21.2% | +19.4% | +28.9% |
| 3Y | +72.2% | +86.5% | -14.3% | +37.2% |
| 5Y | +139.6% | +93.0% | +46.6% | +86.6% |
| 10Y | +259.1% | +174.5% | +84.6% | +152.1% |
| All | +5,104.8% | +4,254.3% | +850.5% | +2,396.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling