+989.2%
OKE vs COPX
+179.5%
+809.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +1.2% | -2.3% | +3.6% | +2.1% |
| 30D | +4.5% | +0.3% | +4.2% | +3.8% |
| 3M | +9.6% | +6.8% | +2.8% | +4.3% |
| 6M | +15.4% | +7.9% | +7.4% | +5.4% |
| YTD | +36.5% | +23.7% | +12.7% | +13.8% |
| 1Y | +39.0% | +71.5% | -32.6% | -2.9% |
| 3Y | +74.3% | +149.1% | -74.8% | -5.0% |
| 5Y | +141.2% | +167.3% | -26.1% | +21.4% |
| 10Y | +262.1% | +568.5% | -306.4% | +5.6% |
| All | +989.2% | +179.5% | +809.6% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 COPX 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