+449.2%
OKE vs FIVE
+868.1%
-419.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +5.1% | -5.4% | -1.5% |
| 7D | +0.7% | +4.3% | -3.6% | -0.3% |
| 30D | +9.4% | +12.5% | -3.1% | +6.2% |
| 3M | +8.6% | +31.2% | -22.7% | +1.6% |
| 6M | +15.3% | +14.4% | +0.9% | +10.0% |
| YTD | +34.8% | +33.9% | +0.9% | +23.6% |
| 1Y | +35.3% | +65.1% | -29.8% | +17.4% |
| 3Y | +69.5% | +49.0% | +20.5% | +41.4% |
| 5Y | +135.2% | +30.3% | +104.9% | +95.3% |
| 10Y | +261.7% | +481.1% | -219.4% | +110.1% |
| All | +449.2% | +868.1% | -419.0% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling