+35.7%
OKE vs IP
-5.8%
+41.5%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.4% | -0.4% | +1.2% |
| 7D | +5.4% | -0.3% | +5.6% | +5.3% |
| 30D | -1.3% | +7.9% | -9.3% | -0.3% |
| 3M | -2.0% | -15.3% | +13.3% | -3.7% |
| 6M | +3.4% | +10.5% | -7.1% | +5.2% |
| YTD | +28.2% | -9.4% | +37.6% | +30.7% |
| 1Y | +35.7% | -4.6% | +40.3% | +36.8% |
| All | +35.7% | -5.8% | +41.5% | +36.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling