+1,163.6%
OKE vs MUB
+75.4%
+1,088.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.5% | -1.2% | -1.3% |
| 7D | -0.2% | -0.7% | +0.5% | +0.4% |
| 30D | +6.1% | -2.0% | +8.0% | +7.7% |
| 3M | +10.4% | -2.5% | +13.0% | +12.6% |
| 6M | +14.2% | -2.3% | +16.5% | +16.1% |
| YTD | +35.3% | -1.3% | +36.6% | +36.4% |
| 1Y | +40.6% | +1.1% | +39.5% | +38.9% |
| 3Y | +72.2% | +8.2% | +64.0% | +60.2% |
| 5Y | +139.6% | +1.5% | +138.1% | +135.1% |
| 10Y | +259.1% | +17.6% | +241.5% | +234.3% |
| All | +1,163.6% | +75.4% | +1,088.3% | +735.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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