+137.0%
OKE vs JD
-61.2%
+198.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.2% | -4.2% | +5.5% | +1.6% |
| 30D | +4.5% | -14.4% | +18.9% | +5.7% |
| 3M | +9.6% | -3.6% | +13.2% | +9.8% |
| 6M | +15.4% | -0.3% | +15.7% | +15.0% |
| YTD | +36.5% | -2.4% | +38.8% | +36.2% |
| 1Y | +39.0% | -18.5% | +57.5% | +40.7% |
| 3Y | +74.3% | -7.0% | +81.3% | +72.0% |
| All | +137.0% | -61.2% | +198.2% | +148.7% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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