+137.0%
OKE vs IT
-42.9%
+180.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.3% | -4.3% | 0.0% |
| 7D | +1.2% | -3.7% | +4.9% | +1.8% |
| 30D | +4.5% | +0.1% | +4.4% | +4.1% |
| 3M | +9.6% | +20.7% | -11.1% | +4.2% |
| 6M | +15.4% | +12.0% | +3.4% | +10.6% |
| YTD | +36.5% | -28.8% | +65.3% | +45.7% |
| 1Y | +39.0% | -25.5% | +64.5% | +45.6% |
| 3Y | +74.3% | -48.8% | +123.0% | +99.8% |
| All | +137.0% | -42.9% | +180.0% | +152.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling