+15,770.1%
OKE vs MOD
+3,565.2%
+12,204.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.3% | -4.6% | -1.1% |
| 7D | +0.7% | +9.6% | -8.9% | -1.0% |
| 30D | +9.4% | 0.0% | +9.4% | +9.1% |
| 3M | +8.6% | -35.4% | +43.9% | +15.7% |
| 6M | +15.3% | -7.3% | +22.6% | +13.0% |
| YTD | +34.8% | +45.8% | -11.0% | +20.2% |
| 1Y | +35.3% | +43.1% | -7.9% | +19.4% |
| 3Y | +69.5% | +297.7% | -228.2% | +15.1% |
| 5Y | +135.2% | +1,478.8% | -1,343.6% | +16.8% |
| 10Y | +261.7% | +1,633.4% | -1,371.7% | +58.7% |
| All | +15,770.1% | +3,565.2% | +12,204.9% | +4,773.9% |
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 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