+74.3%
OKE vs M
+112.2%
-37.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | +0.3% |
| 7D | +1.2% | -4.2% | +5.5% | +1.6% |
| 30D | +4.5% | -7.2% | +11.7% | +5.1% |
| 3M | +9.6% | -11.1% | +20.8% | +10.5% |
| 6M | +15.4% | +28.8% | -13.4% | +11.8% |
| YTD | +36.5% | +2.0% | +34.4% | +35.4% |
| 1Y | +39.0% | +31.3% | +7.7% | +33.2% |
| 3Y | +74.3% | +119.1% | -44.8% | +53.1% |
| All | +74.3% | +112.2% | -37.9% | +53.1% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 3y: compounded portfolio wealth divided by compounded M 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…
3y analysis · Full analysis span regression · 6 months rolling