+15,818.3%
OKE vs MTB
+8,265.4%
+7,553.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.4% | -0.5% | -0.3% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | +4.6% | -4.6% | +9.2% | +6.4% |
| 3M | +6.9% | +7.4% | -0.5% | +3.9% |
| 6M | +15.8% | +18.7% | -2.9% | +7.9% |
| YTD | +35.2% | +21.1% | +14.1% | +24.7% |
| 1Y | +37.6% | +24.1% | +13.5% | +25.6% |
| 3Y | +72.0% | +115.3% | -43.3% | +25.5% |
| 5Y | +139.0% | +106.0% | +32.9% | +72.9% |
| 10Y | +258.7% | +171.6% | +87.1% | +138.6% |
| All | +15,818.3% | +8,265.4% | +7,553.0% | +6,254.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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