-2.1%
OKE vs MULL
+2,337.2%
-2,339.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.0% |
| 7D | +1.2% | -8.4% | +9.7% | +1.4% |
| 30D | +4.5% | +9.7% | -5.2% | +4.2% |
| 3M | +9.6% | -26.8% | +36.4% | +9.4% |
| 6M | +15.4% | +220.7% | -205.3% | +5.9% |
| YTD | +36.5% | +509.0% | -472.6% | +17.0% |
| 1Y | +39.0% | +1,739.5% | -1,700.5% | +3.3% |
| All | -2.1% | +2,337.2% | -2,339.2% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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