+258.5%
OKE vs OMC
+34.2%
+224.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.2% |
| 7D | +1.2% | -4.4% | +5.6% | +3.4% |
| 30D | +4.5% | -7.6% | +12.1% | +8.3% |
| 3M | +9.6% | +4.5% | +5.1% | +5.6% |
| 6M | +15.4% | -0.3% | +15.6% | +13.2% |
| YTD | +36.5% | -0.1% | +36.6% | +31.2% |
| 1Y | +39.0% | +4.6% | +34.3% | +28.9% |
| 3Y | +74.3% | +10.5% | +63.8% | +49.2% |
| 5Y | +141.2% | +31.7% | +109.5% | +73.2% |
| All | +258.5% | +34.2% | +224.3% | +141.1% |
Cumulative growth
Daily Returns
Daily percentage return beside OMC.
Daily Out/Under-Performance
Portfolio return minus OMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OMC 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 10y: compounded portfolio wealth divided by compounded OMC 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…
10y analysis · Full analysis span regression · 6 months rolling