+46.4%
OKE vs IRE
-85.3%
+131.6%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -7.8% | +7.7% | -0.3% |
| 7D | 0.0% | +7.9% | -8.0% | +0.2% |
| 30D | +4.6% | +9.3% | -4.7% | +5.1% |
| 3M | +6.9% | -52.3% | +59.3% | +6.9% |
| 6M | +15.8% | -38.5% | +54.2% | +15.9% |
| YTD | +35.2% | -54.8% | +90.0% | +35.6% |
| All | +46.4% | -85.3% | +131.6% | +46.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling