+152.5%
OKE vs COMP
-47.7%
+200.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.9% | -0.4% |
| 7D | +0.7% | +1.4% | -0.7% | +0.6% |
| 30D | +9.4% | -13.3% | +22.7% | +10.4% |
| 3M | +8.6% | +41.1% | -32.6% | +5.1% |
| 6M | +15.3% | +17.2% | -1.9% | +12.5% |
| YTD | +34.8% | +5.2% | +29.6% | +32.3% |
| 1Y | +35.3% | +18.9% | +16.3% | +30.7% |
| 3Y | +69.5% | +215.9% | -146.4% | +43.1% |
| 5Y | +135.2% | -31.2% | +166.4% | +119.0% |
| All | +152.5% | -47.7% | +200.1% | +145.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling