+5,816.7%
OKE vs EXEL
+268.9%
+5,547.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.9% | -1.9% |
| 7D | -0.2% | -0.3% | +0.1% | -0.2% |
| 30D | +6.1% | +10.1% | -4.1% | +4.8% |
| 3M | +10.4% | +10.1% | +0.4% | +8.9% |
| 6M | +14.2% | +37.7% | -23.5% | +9.2% |
| YTD | +35.3% | +33.1% | +2.2% | +29.7% |
| 1Y | +40.6% | +52.4% | -11.8% | +32.2% |
| 3Y | +72.2% | +163.8% | -91.6% | +49.1% |
| 5Y | +139.6% | +198.5% | -58.9% | +102.6% |
| 10Y | +259.1% | +386.9% | -127.8% | +174.9% |
| All | +5,816.7% | +268.9% | +5,547.8% | +3,109.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling