+74.3%
OKE vs COR
+84.9%
-10.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.9% |
| 7D | +1.2% | -2.8% | +4.1% | +1.6% |
| 30D | +4.5% | +2.6% | +1.9% | +4.2% |
| 3M | +9.6% | +14.5% | -4.9% | +7.9% |
| 6M | +15.4% | -7.8% | +23.2% | +14.7% |
| YTD | +36.5% | -4.2% | +40.7% | +35.1% |
| 1Y | +39.0% | +7.0% | +32.0% | +36.0% |
| 3Y | +74.3% | +85.5% | -11.2% | +52.8% |
| All | +74.3% | +84.9% | -10.6% | +52.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling