+139.6%
OKE vs COMP
-28.2%
+167.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.1% | -1.7% |
| 7D | -0.2% | +0.8% | -1.0% | -0.3% |
| 30D | +6.1% | -13.9% | +19.9% | +7.1% |
| 3M | +10.4% | +30.7% | -20.3% | +7.6% |
| 6M | +14.2% | +18.7% | -4.5% | +11.2% |
| YTD | +35.3% | +1.0% | +34.3% | +33.3% |
| 1Y | +40.6% | +15.1% | +25.5% | +36.2% |
| 3Y | +72.2% | +219.8% | -147.5% | +45.4% |
| 5Y | +139.6% | -28.7% | +168.3% | +126.6% |
| All | +139.6% | -28.2% | +167.8% | +126.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling