+61.0%
OKE vs FIVE
+40.0%
+21.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.2% | +1.2% | +1.0% |
| 7D | +5.4% | +2.7% | +2.7% | +5.2% |
| 30D | -1.3% | +12.7% | -14.0% | -2.1% |
| 3M | -2.0% | +2.1% | -4.1% | -2.3% |
| 6M | +3.4% | +17.5% | -14.0% | +1.9% |
| YTD | +28.2% | +31.0% | -2.8% | +24.4% |
| 1Y | +35.7% | +67.7% | -32.1% | +28.4% |
| 3Y | +61.0% | +43.4% | +17.6% | +43.4% |
| All | +61.0% | +40.0% | +21.0% | +43.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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