+14.2%
OKE vs IBN
+6.0%
+8.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -2.4% |
| 7D | -0.2% | -5.1% | +4.9% | -2.1% |
| 30D | +6.1% | -3.5% | +9.6% | +4.7% |
| 3M | +10.4% | +11.3% | -0.9% | +15.4% |
| 6M | +14.2% | +4.4% | +9.7% | +18.6% |
| All | +14.2% | +6.0% | +8.1% | +18.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 6mo: compounded portfolio wealth divided by compounded IBN 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…
6mo analysis · Full analysis span regression · 6 months rolling