+14,225.1%
OKE vs IP
+331.0%
+13,894.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.8% | -2.1% | -1.5% |
| 7D | -11.3% | -5.1% | -6.2% | -9.8% |
| 30D | -2.2% | +8.5% | -10.7% | -5.1% |
| 3M | -2.0% | -13.8% | +11.8% | +2.3% |
| 6M | +1.8% | +5.7% | -3.9% | -2.6% |
| YTD | +21.7% | -9.1% | +30.8% | +20.1% |
| 1Y | +31.9% | -0.8% | +32.7% | +25.9% |
| 3Y | +49.1% | +14.8% | +34.3% | +30.1% |
| 5Y | +71.9% | -11.5% | +83.4% | +63.1% |
| 10Y | +233.5% | +27.9% | +205.6% | +179.8% |
| All | +14,225.1% | +331.0% | +13,894.1% | +7,222.6% |
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