+6,292.7%
OKE vs IBN
+1,454.8%
+4,837.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.5% | 0.0% |
| 7D | 0.0% | -5.5% | +5.4% | +1.2% |
| 30D | +4.6% | -3.4% | +8.0% | +5.3% |
| 3M | +6.9% | +8.7% | -1.7% | +4.8% |
| 6M | +15.8% | +3.7% | +12.0% | +14.2% |
| YTD | +35.2% | -2.4% | +37.6% | +34.8% |
| 1Y | +37.6% | -8.1% | +45.7% | +38.9% |
| 3Y | +72.0% | +26.3% | +45.7% | +60.4% |
| 5Y | +139.0% | +54.9% | +84.0% | +111.7% |
| 10Y | +258.7% | +311.8% | -53.1% | +155.0% |
| All | +6,292.7% | +1,454.8% | +4,837.9% | +3,232.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling