+236.8%
OKE vs MOD
+827.6%
-590.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.2% |
| 7D | -0.5% | +8.2% | -8.7% | -2.2% |
| 30D | -3.1% | -38.2% | +35.0% | +5.5% |
| 3M | -2.6% | -46.2% | +43.6% | +8.3% |
| 6M | +2.8% | -62.5% | +65.3% | +20.4% |
| YTD | +25.9% | -20.1% | +46.0% | +21.0% |
| 1Y | +34.0% | -29.7% | +63.6% | +31.1% |
| 3Y | +58.9% | +136.2% | -77.3% | +3.2% |
| 5Y | +81.8% | +820.4% | -738.6% | -26.1% |
| All | +236.8% | +827.6% | -590.7% | +8.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling