+504.6%
OKE vs INDA
+109.4%
+395.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.0% | 0.0% | +0.4% |
| 7D | +1.2% | -2.7% | +3.9% | +2.9% |
| 30D | +4.5% | -2.8% | +7.3% | +6.2% |
| 3M | +9.6% | +1.6% | +8.0% | +8.0% |
| 6M | +15.4% | -1.4% | +16.8% | +14.8% |
| YTD | +36.5% | -10.1% | +46.6% | +43.5% |
| 1Y | +39.0% | -8.8% | +47.7% | +44.5% |
| 3Y | +74.3% | +7.6% | +66.7% | +60.8% |
| 5Y | +141.2% | +5.8% | +135.4% | +124.2% |
| 10Y | +262.1% | +84.0% | +178.1% | +139.3% |
| All | +504.6% | +109.4% | +395.3% | +268.0% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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