+15,770.1%
OKE vs IP
+364.8%
+15,405.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.1% |
| 7D | +0.7% | -5.3% | +6.0% | +2.5% |
| 30D | +9.4% | -10.9% | +20.2% | +13.4% |
| 3M | +8.6% | +11.2% | -2.6% | +3.1% |
| 6M | +15.3% | -10.2% | +25.5% | +15.7% |
| YTD | +34.8% | -2.0% | +36.8% | +30.4% |
| 1Y | +35.3% | -19.1% | +54.4% | +39.0% |
| 3Y | +69.5% | +20.9% | +48.6% | +45.9% |
| 5Y | +135.2% | -17.8% | +153.0% | +130.3% |
| 10Y | +261.7% | +23.5% | +238.2% | +207.5% |
| All | +15,770.1% | +364.8% | +15,405.3% | +7,847.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling