+8,229.9%
OKE vs IRM
+9,823.4%
-1,593.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.5% |
| 7D | -0.2% | +3.0% | -3.2% | -1.1% |
| 30D | +6.1% | -5.2% | +11.3% | +7.6% |
| 3M | +10.4% | -8.0% | +18.5% | +12.7% |
| 6M | +14.2% | +9.2% | +5.0% | +9.9% |
| YTD | +35.3% | +41.0% | -5.7% | +20.2% |
| 1Y | +40.6% | +23.3% | +17.4% | +29.3% |
| 3Y | +72.2% | +102.8% | -30.6% | +34.3% |
| 5Y | +139.6% | +192.8% | -53.2% | +65.9% |
| 10Y | +259.1% | +439.6% | -180.5% | +107.8% |
| All | +8,229.9% | +9,823.4% | -1,593.5% | +3,353.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling