+57.5%
OKE vs MOD
+138.1%
-80.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +1.9% |
| 7D | -5.0% | -17.8% | +12.9% | -3.7% |
| 30D | -1.6% | -43.2% | +41.6% | +2.5% |
| 3M | -2.2% | -46.0% | +43.8% | +2.0% |
| 6M | +5.0% | -62.2% | +67.2% | +12.2% |
| YTD | +24.8% | -22.8% | +47.6% | +19.7% |
| 1Y | +35.1% | -35.5% | +70.5% | +32.2% |
| 3Y | +57.5% | +128.2% | -70.8% | +18.0% |
| All | +57.5% | +138.1% | -80.7% | +18.0% |
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