+74.3%
OKE vs MDY
+48.5%
+25.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.5% |
| 7D | +1.2% | -1.9% | +3.1% | +2.3% |
| 30D | +4.5% | -4.6% | +9.1% | +7.2% |
| 3M | +9.6% | -1.2% | +10.8% | +10.0% |
| 6M | +15.4% | +9.2% | +6.2% | +7.8% |
| YTD | +36.5% | +13.1% | +23.4% | +23.7% |
| 1Y | +39.0% | +13.0% | +26.0% | +25.8% |
| 3Y | +74.3% | +49.2% | +25.1% | +31.0% |
| All | +74.3% | +48.5% | +25.8% | +31.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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