+1,054.2%
OKE vs LULU
+691.8%
+362.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.2% | -1.2% | +0.5% |
| 7D | +1.2% | -1.6% | +2.9% | +1.6% |
| 30D | +4.5% | -18.1% | +22.6% | +8.2% |
| 3M | +9.6% | -18.8% | +28.4% | +13.2% |
| 6M | +15.4% | -39.2% | +54.6% | +25.2% |
| YTD | +36.5% | -52.4% | +88.8% | +55.1% |
| 1Y | +39.0% | -40.3% | +79.3% | +50.0% |
| 3Y | +74.3% | -75.1% | +149.4% | +117.1% |
| 5Y | +141.2% | -76.7% | +217.9% | +196.7% |
| 10Y | +262.1% | +52.7% | +209.4% | +201.9% |
| All | +1,054.2% | +691.8% | +362.5% | +433.2% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 LULU 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