+44.6%
OKE vs MOD
-33.0%
+77.6%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -21.4% | +17.8% | -4.4% |
| 7D | -5.2% | -31.3% | +26.1% | -6.6% |
| 30D | +1.1% | -46.1% | +47.3% | -1.5% |
| 3M | +2.2% | -51.1% | +53.3% | -0.8% |
| 6M | 0.0% | -62.1% | +62.1% | -3.6% |
| YTD | +26.5% | -26.2% | +52.7% | +23.7% |
| 1Y | +44.6% | -32.6% | +77.2% | +42.1% |
| All | +44.6% | -33.0% | +77.6% | +42.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MOD.
Daily Out/Under-Performance
Portfolio return minus MOD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MOD 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 1y: compounded portfolio wealth divided by compounded MOD 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…
1y analysis · Full analysis span regression · 6 months rolling