+15,818.3%
OKE vs LEN
+9,810.8%
+6,007.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.5% | +3.4% | +0.6% |
| 7D | 0.0% | -7.8% | +7.7% | +1.5% |
| 30D | +4.6% | -11.0% | +15.6% | +6.8% |
| 3M | +6.9% | -12.8% | +19.7% | +9.1% |
| 6M | +15.8% | -20.2% | +36.0% | +19.5% |
| YTD | +35.2% | -23.0% | +58.2% | +40.2% |
| 1Y | +37.6% | -41.8% | +79.4% | +50.1% |
| 3Y | +72.0% | -28.8% | +100.8% | +76.9% |
| 5Y | +139.0% | -12.6% | +151.6% | +132.1% |
| 10Y | +258.7% | +101.7% | +157.0% | +194.8% |
| All | +15,818.3% | +9,810.8% | +6,007.6% | +8,357.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling