+135.8%
OKE vs COMP
-51.7%
+187.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.7% | -1.8% | +0.7% |
| 7D | -0.5% | +2.2% | -2.7% | -0.7% |
| 30D | -3.1% | +16.3% | -19.4% | -4.4% |
| 3M | -2.6% | -19.1% | +16.6% | -1.5% |
| 6M | +2.8% | +17.1% | -14.4% | +0.5% |
| YTD | +25.9% | -2.9% | +28.8% | +24.0% |
| 1Y | +34.0% | +8.8% | +25.2% | +30.3% |
| 3Y | +58.9% | +423.5% | -364.6% | +26.9% |
| 5Y | +81.8% | -10.5% | +92.2% | +63.0% |
| All | +135.8% | -51.7% | +187.6% | +130.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling