+137.0%
OKE vs LYFT
-69.9%
+207.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.8% |
| 7D | +1.2% | -8.4% | +9.6% | +1.7% |
| 30D | +4.5% | -7.6% | +12.1% | +4.9% |
| 3M | +9.6% | +11.7% | -2.1% | +8.6% |
| 6M | +15.4% | +15.1% | +0.3% | +13.9% |
| YTD | +36.5% | -20.9% | +57.4% | +37.8% |
| 1Y | +39.0% | -16.4% | +55.3% | +39.3% |
| 3Y | +74.3% | +35.2% | +39.1% | +64.1% |
| All | +137.0% | -69.9% | +207.0% | +145.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LYFT.
Daily Out/Under-Performance
Portfolio return minus LYFT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LYFT 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 5y: compounded portfolio wealth divided by compounded LYFT 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…
5y analysis · Full analysis span regression · 6 months rolling