+127.3%
OKE vs ONON
-22.6%
+149.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ONON | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.1% | +0.7% |
| 7D | +1.2% | -2.1% | +3.3% | +1.5% |
| 30D | +4.5% | -11.6% | +16.1% | +5.9% |
| 3M | +9.6% | -30.1% | +39.7% | +13.4% |
| 6M | +15.4% | -30.5% | +45.9% | +18.9% |
| YTD | +36.5% | -41.0% | +77.5% | +43.4% |
| 1Y | +39.0% | -36.7% | +75.7% | +44.1% |
| 3Y | +74.3% | -8.6% | +82.9% | +67.9% |
| All | +127.3% | -22.6% | +149.8% | +108.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ONON.
Daily Out/Under-Performance
Portfolio return minus ONON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ONON 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 ONON 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