+255.2%
OKE vs EXPD
+324.8%
-69.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.3% |
| 7D | 0.0% | +1.2% | -1.2% | -0.6% |
| 30D | +4.6% | +6.8% | -2.2% | +1.6% |
| 3M | +6.9% | +14.9% | -8.0% | +0.4% |
| 6M | +15.8% | +34.6% | -18.9% | +0.7% |
| YTD | +35.2% | +27.7% | +7.5% | +19.1% |
| 1Y | +37.6% | +57.7% | -20.1% | +8.7% |
| 3Y | +72.0% | +70.9% | +1.1% | +27.0% |
| 5Y | +139.0% | +59.5% | +79.5% | +77.8% |
| All | +255.2% | +324.8% | -69.6% | +67.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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