+38.8%
OKE vs IRE
-98.1%
+136.9%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -14.4% | +15.4% | +0.8% |
| 7D | +5.4% | -31.8% | +37.2% | +4.8% |
| 30D | -1.3% | -71.8% | +70.4% | -3.0% |
| 3M | -2.0% | -88.9% | +86.9% | -5.1% |
| 6M | +3.4% | -95.4% | +98.8% | +0.3% |
| YTD | +28.2% | -94.2% | +122.4% | +24.6% |
| 1Y | +35.7% | -97.1% | +132.8% | +32.1% |
| All | +38.8% | -98.1% | +136.9% | +34.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling