+16,116.0%
OKE vs COO
+5,822.5%
+10,293.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.7% | +4.9% | +2.4% |
| 7D | +1.9% | -2.3% | +4.2% | +2.1% |
| 30D | +12.8% | -8.8% | +21.6% | +13.7% |
| 3M | +11.9% | +1.3% | +10.6% | +11.7% |
| 6M | +14.9% | -11.6% | +26.4% | +15.8% |
| YTD | +37.7% | -17.4% | +55.1% | +39.6% |
| 1Y | +44.1% | -1.6% | +45.7% | +43.8% |
| 3Y | +75.3% | -22.6% | +97.9% | +77.6% |
| 5Y | +144.0% | -40.3% | +184.4% | +151.7% |
| 10Y | +249.7% | +45.2% | +204.5% | +242.4% |
| All | +16,116.0% | +5,822.5% | +10,293.5% | +14,373.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling