+1,124.4%
OKE vs MSCI
+2,648.6%
-1,524.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -3.8% | +6.0% | +3.6% |
| 7D | +1.9% | -2.1% | +4.0% | +2.6% |
| 30D | +12.8% | -1.7% | +14.6% | +13.4% |
| 3M | +11.9% | -8.2% | +20.2% | +14.7% |
| 6M | +14.9% | -2.4% | +17.3% | +14.3% |
| YTD | +37.7% | -2.8% | +40.5% | +36.2% |
| 1Y | +44.1% | -2.7% | +46.7% | +41.8% |
| 3Y | +75.3% | +7.3% | +67.9% | +62.1% |
| 5Y | +144.0% | -11.4% | +155.5% | +135.3% |
| 10Y | +249.7% | +605.8% | -356.1% | +50.4% |
| All | +1,124.4% | +2,648.6% | -1,524.2% | +178.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling