+258.5%
OKE vs COO
+17.0%
+241.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.2% |
| 7D | +1.2% | -22.5% | +23.8% | +12.6% |
| 30D | +4.5% | -29.7% | +34.2% | +21.5% |
| 3M | +9.6% | -20.1% | +29.8% | +19.6% |
| 6M | +15.4% | -26.9% | +42.3% | +30.3% |
| YTD | +36.5% | -34.2% | +70.7% | +61.6% |
| 1Y | +39.0% | -21.3% | +60.2% | +49.4% |
| 3Y | +74.3% | -38.7% | +113.0% | +101.2% |
| 5Y | +141.2% | -52.2% | +193.4% | +215.3% |
| All | +258.5% | +17.0% | +241.5% | +243.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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