+14,591.7%
OKE vs MOD
+1,754.9%
+12,836.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MOD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.9% | +4.5% | +2.1% |
| 7D | -5.0% | -17.8% | +12.9% | -2.2% |
| 30D | -1.6% | -43.2% | +41.6% | +7.7% |
| 3M | -2.2% | -46.0% | +43.8% | +7.3% |
| 6M | +5.0% | -62.2% | +67.2% | +20.5% |
| YTD | +24.8% | -22.8% | +47.6% | +22.8% |
| 1Y | +35.1% | -35.5% | +70.5% | +36.3% |
| 3Y | +57.5% | +128.2% | -70.8% | +16.9% |
| 5Y | +81.5% | +791.6% | -710.1% | -1.5% |
| 10Y | +225.3% | +886.3% | -661.0% | +55.9% |
| All | +14,591.7% | +1,754.9% | +12,836.7% | +4,899.6% |
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