+14,842.2%
OKE vs MOD
+1,809.4%
+13,032.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.3% | +0.9% |
| 7D | +3.0% | +16.1% | -13.1% | +0.2% |
| 30D | -3.8% | -38.5% | +34.7% | +3.9% |
| 3M | -2.8% | -46.8% | +44.0% | +6.9% |
| 6M | +2.8% | -61.6% | +64.4% | +17.7% |
| YTD | +26.9% | -20.5% | +47.4% | +24.3% |
| 1Y | +35.4% | -28.0% | +63.4% | +33.9% |
| 3Y | +60.1% | +134.9% | -74.8% | +18.3% |
| 5Y | +84.0% | +833.2% | -749.2% | -1.1% |
| 10Y | +238.7% | +834.8% | -596.1% | +63.8% |
| All | +14,842.2% | +1,809.4% | +13,032.8% | +4,958.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling