+14,991.9%
OKE vs EXPD
+31,843.0%
-16,851.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.1% |
| 7D | +5.4% | +5.5% | -0.2% | +4.1% |
| 30D | -1.3% | -0.8% | -0.5% | -1.2% |
| 3M | -2.0% | +4.1% | -6.2% | -3.0% |
| 6M | +3.4% | +25.7% | -22.2% | -1.8% |
| YTD | +28.2% | +31.4% | -3.2% | +19.8% |
| 1Y | +35.7% | +42.2% | -6.5% | +24.6% |
| 3Y | +61.0% | +77.2% | -16.2% | +39.7% |
| 5Y | +85.8% | +61.0% | +24.8% | +63.4% |
| 10Y | +242.1% | +334.8% | -92.7% | +149.0% |
| All | +14,991.9% | +31,843.0% | -16,851.1% | +7,736.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling