+14,591.7%
OKE vs IP
+338.5%
+14,253.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.1% | +2.7% | +2.0% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -1.6% | +9.4% | -11.0% | -4.9% |
| 3M | -2.2% | -14.1% | +11.8% | +2.2% |
| 6M | +5.0% | +9.2% | -4.2% | -0.6% |
| YTD | +24.8% | -7.5% | +32.3% | +22.5% |
| 1Y | +35.1% | -2.8% | +37.9% | +30.0% |
| 3Y | +57.5% | +21.2% | +36.2% | +34.7% |
| 5Y | +81.5% | -11.5% | +93.0% | +72.3% |
| 10Y | +225.3% | +23.7% | +201.7% | +175.6% |
| All | +14,591.7% | +338.5% | +14,253.2% | +7,365.2% |
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 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