-3.0%
OKE vs MULL
+2,366.2%
-2,369.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -9.3% | +9.2% | 0.0% |
| 7D | 0.0% | +3.6% | -3.6% | -0.1% |
| 30D | +4.6% | +22.0% | -17.4% | +4.2% |
| 3M | +6.9% | -8.6% | +15.6% | +6.1% |
| 6M | +15.8% | +248.5% | -232.8% | +5.7% |
| YTD | +35.2% | +516.3% | -481.1% | +15.9% |
| 1Y | +37.6% | +2,036.6% | -1,999.1% | +0.5% |
| All | -3.0% | +2,366.2% | -2,369.2% | -38.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling