+15,770.1%
OKE vs EXPD
+30,859.1%
-15,089.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.9% | -1.2% | -0.5% |
| 7D | +0.7% | -1.1% | +1.8% | +0.9% |
| 30D | +9.4% | +4.1% | +5.3% | +8.4% |
| 3M | +8.6% | +17.9% | -9.3% | +4.6% |
| 6M | +15.3% | +29.2% | -13.9% | +8.6% |
| YTD | +34.8% | +27.4% | +7.4% | +26.9% |
| 1Y | +35.3% | +56.8% | -21.6% | +21.4% |
| 3Y | +69.5% | +68.0% | +1.4% | +48.8% |
| 5Y | +135.2% | +61.9% | +73.3% | +106.5% |
| 10Y | +261.7% | +316.0% | -54.3% | +165.8% |
| All | +15,770.1% | +30,859.1% | -15,089.0% | +8,201.0% |
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