+258.5%
OKE vs COR
+406.5%
-148.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -2.8% | +4.1% | +2.3% |
| 30D | +4.5% | +2.6% | +1.9% | +3.5% |
| 3M | +9.6% | +14.5% | -4.9% | +4.1% |
| 6M | +15.4% | -7.8% | +23.2% | +17.6% |
| YTD | +36.5% | -4.2% | +40.7% | +36.2% |
| 1Y | +39.0% | +7.0% | +32.0% | +32.3% |
| 3Y | +74.3% | +85.5% | -11.2% | +29.7% |
| 5Y | +141.2% | +181.2% | -40.0% | +49.5% |
| All | +258.5% | +406.5% | -148.0% | +108.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling