+74.3%
OKE vs IT
-49.4%
+123.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.3% | +0.3% |
| 7D | +1.2% | -3.7% | +4.9% | +1.6% |
| 30D | +4.5% | +0.1% | +4.4% | +4.3% |
| 3M | +9.6% | +20.7% | -11.1% | +6.1% |
| 6M | +15.4% | +12.0% | +3.4% | +12.4% |
| YTD | +36.5% | -28.8% | +65.3% | +44.2% |
| 1Y | +39.0% | -25.5% | +64.5% | +44.7% |
| 3Y | +74.3% | -48.8% | +123.0% | +109.1% |
| All | +74.3% | -49.4% | +123.7% | +109.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 3y: compounded portfolio wealth divided by compounded IT 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…
3y analysis · Full analysis span regression · 6 months rolling