+74.3%
OKE vs EXEL
+154.7%
-80.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.3% | +3.2% | +1.0% |
| 7D | +1.2% | -4.9% | +6.1% | +1.4% |
| 30D | +4.5% | +11.4% | -6.9% | +4.1% |
| 3M | +9.6% | +4.9% | +4.7% | +9.3% |
| 6M | +15.4% | +34.4% | -19.0% | +13.3% |
| YTD | +36.5% | +28.0% | +8.4% | +34.3% |
| 1Y | +39.0% | +43.6% | -4.7% | +35.0% |
| 3Y | +74.3% | +155.2% | -80.9% | +61.8% |
| All | +74.3% | +154.7% | -80.4% | +61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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