+122.7%
OKE vs LYFT
-82.5%
+205.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LYFT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | +0.5% |
| 7D | +1.2% | -8.4% | +9.6% | +3.0% |
| 30D | +4.5% | -7.6% | +12.1% | +6.0% |
| 3M | +9.6% | +11.7% | -2.1% | +6.2% |
| 6M | +15.4% | +15.1% | +0.3% | +10.3% |
| YTD | +36.5% | -20.9% | +57.4% | +40.1% |
| 1Y | +39.0% | -16.4% | +55.3% | +39.2% |
| 3Y | +74.3% | +35.2% | +39.1% | +39.4% |
| 5Y | +141.2% | -69.4% | +210.6% | +169.7% |
| All | +122.7% | -82.5% | +205.1% | +63.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling