+258.5%
OKE vs P
+718.8%
-460.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | 0.0% |
| 7D | +1.2% | -1.3% | +2.6% | +1.5% |
| 30D | +4.5% | -11.9% | +16.4% | +7.0% |
| 3M | +9.6% | +41.6% | -32.0% | +0.1% |
| 6M | +15.4% | +58.1% | -42.8% | +1.0% |
| YTD | +36.5% | +46.5% | -10.1% | +20.2% |
| 1Y | +39.0% | +19.1% | +19.9% | +25.3% |
| 3Y | +74.3% | +150.6% | -76.3% | +16.4% |
| 5Y | +141.2% | +271.8% | -130.6% | +34.4% |
| All | +258.5% | +718.8% | -460.4% | +51.9% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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