+96.5%
OKE vs LUNR
+48.7%
+47.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LUNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.8% | +1.0% |
| 7D | +1.2% | -3.1% | +4.4% | +1.3% |
| 30D | +4.5% | -15.3% | +19.8% | +4.6% |
| 3M | +9.6% | -53.2% | +62.8% | +10.2% |
| 6M | +15.4% | -22.2% | +37.6% | +15.3% |
| YTD | +36.5% | -11.6% | +48.0% | +36.0% |
| 1Y | +39.0% | +68.4% | -29.5% | +37.7% |
| 3Y | +74.3% | +216.8% | -142.5% | +73.1% |
| All | +96.5% | +48.7% | +47.8% | +103.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LUNR.
Daily Out/Under-Performance
Portfolio return minus LUNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUNR 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 LUNR 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