+74.3%
OKE vs LEN
-27.3%
+101.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.8% |
| 7D | +1.2% | -4.8% | +6.0% | +1.5% |
| 30D | +4.5% | -6.6% | +11.1% | +4.8% |
| 3M | +9.6% | -15.7% | +25.3% | +10.7% |
| 6M | +15.4% | -16.6% | +32.0% | +16.8% |
| YTD | +36.5% | -21.3% | +57.8% | +38.7% |
| 1Y | +39.0% | -42.0% | +81.0% | +46.8% |
| 3Y | +74.3% | -27.9% | +102.2% | +71.7% |
| All | +74.3% | -27.3% | +101.6% | +71.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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