+9,467.5%
OKE vs MDY
+2,611.4%
+6,856.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.2% |
| 7D | +1.2% | -1.9% | +3.1% | +2.9% |
| 30D | +4.5% | -4.6% | +9.1% | +8.8% |
| 3M | +9.6% | -1.2% | +10.8% | +10.3% |
| 6M | +15.4% | +9.2% | +6.2% | +5.1% |
| YTD | +36.5% | +13.1% | +23.4% | +20.1% |
| 1Y | +39.0% | +13.0% | +26.0% | +22.0% |
| 3Y | +74.3% | +49.2% | +25.1% | +18.5% |
| 5Y | +141.2% | +47.2% | +94.0% | +65.3% |
| 10Y | +262.1% | +176.0% | +86.1% | +63.3% |
| All | +9,467.5% | +2,611.4% | +6,856.1% | +1,108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling