+259.1%
OKE vs IP
+15.7%
+243.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -5.1% | +3.3% | +0.4% |
| 7D | -0.2% | -4.6% | +4.4% | +1.7% |
| 30D | +6.1% | -15.3% | +21.3% | +13.5% |
| 3M | +10.4% | +2.7% | +7.8% | +6.6% |
| 6M | +14.2% | -7.4% | +21.5% | +12.9% |
| YTD | +35.3% | -8.8% | +44.2% | +33.3% |
| 1Y | +40.6% | -22.4% | +63.1% | +48.9% |
| 3Y | +72.2% | +14.2% | +58.0% | +35.9% |
| 5Y | +139.6% | -21.8% | +161.4% | +133.9% |
| 10Y | +259.1% | +18.3% | +240.8% | +150.4% |
| All | +259.1% | +15.7% | +243.4% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling