+72.7%
OKE vs IP
+25.8%
+46.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.6% |
| 7D | +0.7% | -5.3% | +6.0% | +1.3% |
| 30D | +9.4% | -10.9% | +20.2% | +10.8% |
| 3M | +8.6% | +11.2% | -2.6% | +6.3% |
| 6M | +15.3% | -10.2% | +25.5% | +17.9% |
| YTD | +34.8% | -2.0% | +36.8% | +34.2% |
| 1Y | +35.3% | -19.1% | +54.4% | +41.0% |
| All | +72.7% | +25.8% | +46.9% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling