+255.2%
OKE vs MOD
+1,465.6%
-1,210.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.6% | +3.5% | +0.6% |
| 7D | 0.0% | -3.9% | +3.9% | +0.7% |
| 30D | +4.6% | -9.6% | +14.2% | +6.5% |
| 3M | +6.9% | -30.6% | +37.5% | +13.4% |
| 6M | +15.8% | -10.9% | +26.7% | +13.8% |
| YTD | +35.2% | +34.3% | +0.9% | +19.0% |
| 1Y | +37.6% | +18.3% | +19.3% | +22.7% |
| 3Y | +72.0% | +281.9% | -209.9% | +2.9% |
| 5Y | +139.0% | +1,486.4% | -1,347.4% | -11.4% |
| All | +255.2% | +1,465.6% | -1,210.4% | +1.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling