+139.0%
OKE vs M
+13.6%
+125.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.7% | +4.6% | +0.5% |
| 7D | 0.0% | -8.8% | +8.7% | +1.2% |
| 30D | +4.6% | -16.4% | +21.0% | +7.1% |
| 3M | +6.9% | -10.8% | +17.8% | +8.1% |
| 6M | +15.8% | +16.1% | -0.4% | +12.2% |
| YTD | +35.2% | -5.3% | +40.5% | +34.7% |
| 1Y | +37.6% | +24.9% | +12.7% | +30.8% |
| 3Y | +72.0% | +97.5% | -25.5% | +44.3% |
| 5Y | +139.0% | +20.4% | +118.6% | +106.8% |
| All | +139.0% | +13.6% | +125.3% | +106.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling