+217.5%
OKE vs JD
+45.3%
+172.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.1% | +4.2% | +2.5% |
| 7D | +1.9% | -0.8% | +2.7% | +2.0% |
| 30D | +12.8% | -16.0% | +28.9% | +15.5% |
| 3M | +11.9% | -3.2% | +15.1% | +12.2% |
| 6M | +14.9% | +6.1% | +8.8% | +13.3% |
| YTD | +37.7% | -0.1% | +37.8% | +36.8% |
| 1Y | +44.1% | -12.7% | +56.8% | +45.7% |
| 3Y | +75.3% | -6.3% | +81.6% | +69.7% |
| 5Y | +144.0% | -61.3% | +205.4% | +158.9% |
| 10Y | +249.7% | +17.6% | +232.1% | +172.1% |
| All | +217.5% | +45.3% | +172.2% | +138.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling