+72.7%
OKE vs MSCI
+6.1%
+66.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.1% | +0.1% |
| 7D | 0.0% | -4.7% | +4.7% | +0.7% |
| 30D | +4.6% | -2.2% | +6.8% | +4.9% |
| 3M | +6.9% | -9.7% | +16.6% | +8.6% |
| 6M | +15.8% | +0.3% | +15.5% | +14.8% |
| YTD | +35.2% | -3.5% | +38.7% | +34.4% |
| 1Y | +37.6% | -1.4% | +39.0% | +35.7% |
| All | +72.7% | +6.1% | +66.6% | +65.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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