+2,290.8%
OKE vs MKTX
+1,442.6%
+848.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 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% | +2.1% |
| 6M | +15.4% | -8.0% | +23.4% | +15.9% |
| YTD | +36.5% | -8.7% | +45.2% | +37.1% |
| 1Y | +39.0% | -11.8% | +50.8% | +40.3% |
| 3Y | +74.3% | -24.0% | +98.3% | +76.7% |
| 5Y | +141.2% | -60.3% | +201.5% | +170.9% |
| 10Y | +262.1% | +5.0% | +257.1% | +225.8% |
| All | +2,290.8% | +1,442.6% | +848.2% | +974.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling