+139.0%
OKE vs COO
-51.8%
+190.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -14.7% | +14.6% | +3.6% |
| 7D | 0.0% | -23.3% | +23.3% | +6.6% |
| 30D | +4.6% | -29.5% | +34.1% | +14.0% |
| 3M | +6.9% | -20.0% | +26.9% | +12.4% |
| 6M | +15.8% | -27.2% | +43.0% | +24.6% |
| YTD | +35.2% | -33.9% | +69.1% | +49.4% |
| 1Y | +37.6% | -19.9% | +57.5% | +42.9% |
| 3Y | +72.0% | -38.1% | +110.1% | +87.1% |
| 5Y | +139.0% | -52.0% | +190.9% | +180.5% |
| All | +139.0% | -51.8% | +190.7% | +180.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling