+44.6%
OKE vs IRE
-97.6%
+142.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -23.2% | +19.6% | -4.1% |
| 7D | -5.2% | -46.8% | +41.6% | -6.2% |
| 30D | +1.1% | -75.5% | +76.6% | -1.2% |
| 3M | +2.2% | -79.4% | +81.6% | 0.0% |
| 6M | 0.0% | -91.3% | +91.3% | -2.5% |
| YTD | +26.5% | -90.8% | +117.4% | +23.3% |
| 1Y | +44.6% | -97.7% | +142.3% | +43.2% |
| All | +44.6% | -97.6% | +142.2% | +43.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling