+15,818.3%
OKE vs OMC
+5,772.0%
+10,046.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.5% | -1.6% | -0.6% |
| 7D | 0.0% | -6.2% | +6.2% | +2.3% |
| 30D | +4.6% | -7.6% | +12.2% | +7.3% |
| 3M | +6.9% | +7.4% | -0.4% | +3.3% |
| 6M | +15.8% | +0.1% | +15.6% | +14.2% |
| YTD | +35.2% | +0.4% | +34.8% | +31.5% |
| 1Y | +37.6% | +7.8% | +29.8% | +29.6% |
| 3Y | +72.0% | +11.8% | +60.2% | +56.7% |
| 5Y | +139.0% | +32.5% | +106.5% | +100.9% |
| 10Y | +258.7% | +34.2% | +224.5% | +200.9% |
| All | +15,818.3% | +5,772.0% | +10,046.3% | +7,004.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling