+255.5%
OKE vs MOD
+1,524.2%
-1,268.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.1% |
| 7D | -0.2% | +3.6% | -3.8% | -1.0% |
| 30D | +6.1% | -2.6% | +8.7% | +6.4% |
| 3M | +10.4% | -33.1% | +43.6% | +18.0% |
| 6M | +14.2% | -7.5% | +21.7% | +11.3% |
| YTD | +35.3% | +39.3% | -4.0% | +18.3% |
| 1Y | +40.6% | +34.3% | +6.4% | +21.7% |
| 3Y | +72.2% | +296.2% | -224.0% | +2.3% |
| 5Y | +139.6% | +1,504.6% | -1,365.0% | -11.1% |
| All | +255.5% | +1,524.2% | -1,268.7% | +0.8% |
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