+258.5%
OKE vs MKTX
+5.0%
+253.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.9% |
| 7D | +1.2% | -0.2% | +1.5% | +1.3% |
| 30D | +4.5% | +0.7% | +3.8% | +4.4% |
| 3M | +9.6% | +40.8% | -31.2% | +3.2% |
| 6M | +15.4% | -8.0% | +23.4% | +16.4% |
| YTD | +36.5% | -8.7% | +45.2% | +37.6% |
| 1Y | +39.0% | -11.8% | +50.8% | +40.8% |
| 3Y | +74.3% | -24.0% | +98.3% | +76.9% |
| 5Y | +141.2% | -60.3% | +201.5% | +172.0% |
| All | +258.5% | +5.0% | +253.4% | +241.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 10y: compounded portfolio wealth divided by compounded MKTX 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…
10y analysis · Full analysis span regression · 6 months rolling