+74.3%
OKE vs OMC
+10.5%
+63.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.6% | +1.5% | +1.0% |
| 7D | +1.2% | -4.4% | +5.6% | +1.9% |
| 30D | +4.5% | -7.6% | +12.1% | +5.7% |
| 3M | +9.6% | +4.5% | +5.1% | +8.2% |
| 6M | +15.4% | -0.3% | +15.6% | +14.8% |
| YTD | +36.5% | -0.1% | +36.6% | +35.5% |
| 1Y | +39.0% | +4.6% | +34.3% | +35.9% |
| 3Y | +74.3% | +10.5% | +63.8% | +58.4% |
| All | +74.3% | +10.5% | +63.8% | +58.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling