+144.0%
OKE vs IP
-17.3%
+161.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.0% | +4.2% | +2.6% |
| 7D | +1.9% | +0.1% | +1.8% | +1.9% |
| 30D | +12.8% | -11.2% | +24.1% | +15.8% |
| 3M | +11.9% | +12.3% | -0.4% | +7.4% |
| 6M | +14.9% | -5.2% | +20.1% | +14.7% |
| YTD | +37.7% | -4.0% | +41.7% | +35.9% |
| 1Y | +44.1% | -19.2% | +63.3% | +50.2% |
| 3Y | +75.3% | +20.3% | +54.9% | +48.3% |
| 5Y | +144.0% | -17.5% | +161.5% | +143.2% |
| All | +144.0% | -17.3% | +161.4% | +143.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling