+137.0%
OKE vs CP
+34.9%
+102.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.8% |
| 7D | +1.2% | -2.6% | +3.8% | +2.3% |
| 30D | +4.5% | -3.7% | +8.2% | +5.9% |
| 3M | +9.6% | +0.1% | +9.5% | +9.3% |
| 6M | +15.4% | +7.8% | +7.5% | +11.0% |
| YTD | +36.5% | +21.7% | +14.8% | +24.1% |
| 1Y | +39.0% | +18.6% | +20.3% | +27.6% |
| 3Y | +74.3% | +17.5% | +56.7% | +55.2% |
| All | +137.0% | +34.9% | +102.2% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 5y: compounded portfolio wealth divided by compounded CP 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…
5y analysis · Full analysis span regression · 6 months rolling