+1,757.9%
OKE vs EXPE
+770.2%
+987.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.2% | -11.5% | +11.3% | +3.0% |
| 30D | +6.1% | -13.1% | +19.1% | +9.8% |
| 3M | +10.4% | +18.1% | -7.7% | +4.0% |
| 6M | +14.2% | +13.3% | +0.9% | +7.7% |
| YTD | +35.3% | -3.2% | +38.6% | +31.3% |
| 1Y | +40.6% | +26.1% | +14.5% | +24.7% |
| 3Y | +72.2% | +151.7% | -79.5% | +18.6% |
| 5Y | +139.6% | +88.3% | +51.3% | +69.1% |
| 10Y | +259.1% | +158.0% | +101.1% | +116.8% |
| All | +1,757.9% | +770.2% | +987.6% | +482.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling