+137.0%
OKE vs IRM
+197.3%
-60.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.3% |
| 7D | +1.2% | -1.4% | +2.7% | +1.7% |
| 30D | +4.5% | -7.4% | +11.9% | +7.0% |
| 3M | +9.6% | -7.4% | +17.0% | +11.9% |
| 6M | +15.4% | +8.7% | +6.7% | +10.2% |
| YTD | +36.5% | +40.9% | -4.5% | +17.1% |
| 1Y | +39.0% | +20.5% | +18.5% | +25.9% |
| 3Y | +74.3% | +101.7% | -27.4% | +20.7% |
| All | +137.0% | +197.3% | -60.3% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 5y: compounded portfolio wealth divided by compounded IRM 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…
5y analysis · Full analysis span regression · 6 months rolling