+74.3%
OKE vs EXPE
+157.0%
-82.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.4% | -0.5% | +0.8% |
| 7D | +1.2% | -5.8% | +7.0% | +1.7% |
| 30D | +4.5% | -13.6% | +18.1% | +5.7% |
| 3M | +9.6% | +25.2% | -15.6% | +6.8% |
| 6M | +15.4% | +22.3% | -7.0% | +12.1% |
| YTD | +36.5% | -0.3% | +36.8% | +35.9% |
| 1Y | +39.0% | +27.8% | +11.2% | +31.0% |
| 3Y | +74.3% | +162.4% | -88.1% | +49.0% |
| All | +74.3% | +157.0% | -82.7% | +49.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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