+35.3%
OKE vs COR
+12.8%
+22.5%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.1% |
| 7D | +0.7% | +2.8% | -2.1% | +0.4% |
| 30D | +9.4% | +4.5% | +4.9% | +8.7% |
| 3M | +8.6% | +22.7% | -14.1% | +5.9% |
| 6M | +15.3% | -9.7% | +25.0% | +12.2% |
| YTD | +34.8% | -1.4% | +36.2% | +31.2% |
| 1Y | +35.3% | +13.9% | +21.3% | +28.0% |
| All | +35.3% | +12.8% | +22.5% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 1y: compounded portfolio wealth divided by compounded COR 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…
1y analysis · Full analysis span regression · 6 months rolling