+13,916.6%
OKE vs M
+383.6%
+13,533.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.6% | +4.8% | +2.8% |
| 7D | +1.9% | +2.4% | -0.5% | +1.3% |
| 30D | +12.8% | -11.6% | +24.4% | +15.8% |
| 3M | +11.9% | +1.6% | +10.3% | +10.8% |
| 6M | +14.9% | +25.2% | -10.3% | +7.8% |
| YTD | +37.7% | +3.8% | +34.0% | +34.0% |
| 1Y | +44.1% | +36.3% | +7.7% | +31.1% |
| 3Y | +75.3% | +116.3% | -41.1% | +35.1% |
| 5Y | +144.0% | +28.2% | +115.9% | +97.6% |
| 10Y | +249.7% | -3.4% | +253.1% | +155.4% |
| All | +13,916.6% | +383.6% | +13,533.0% | +7,113.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling