+39.0%
OKE vs P
+20.5%
+18.4%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.3% | -3.4% | +1.0% |
| 7D | +1.2% | -1.3% | +2.6% | +1.2% |
| 30D | +4.5% | -11.9% | +16.4% | +4.1% |
| 3M | +9.6% | +41.6% | -32.0% | +11.8% |
| 6M | +15.4% | +58.1% | -42.8% | +18.9% |
| YTD | +36.5% | +46.5% | -10.1% | +40.4% |
| 1Y | +39.0% | +19.1% | +19.9% | +42.1% |
| All | +39.0% | +20.5% | +18.4% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling