+75.3%
OKE vs MOD
+312.9%
-237.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.2% | +3.4% | +2.3% |
| 7D | +1.9% | +6.3% | -4.4% | +1.4% |
| 30D | +12.8% | -1.7% | +14.5% | +12.9% |
| 3M | +11.9% | -30.1% | +42.1% | +14.9% |
| 6M | +14.9% | +2.7% | +12.2% | +11.6% |
| YTD | +37.7% | +44.1% | -6.4% | +26.8% |
| 1Y | +44.1% | +38.7% | +5.3% | +31.7% |
| 3Y | +75.3% | +309.8% | -234.5% | +34.7% |
| All | +75.3% | +312.9% | -237.7% | +34.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling