+408.4%
OKE vs P
+494.9%
-86.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.6% | +0.5% | +1.9% |
| 7D | +1.9% | +7.8% | -5.9% | +0.3% |
| 30D | +12.8% | +12.3% | +0.5% | +9.8% |
| 3M | +11.9% | +37.1% | -25.2% | +3.5% |
| 6M | +14.9% | +66.1% | -51.2% | +0.6% |
| YTD | +37.7% | +50.9% | -13.2% | +21.9% |
| 1Y | +44.1% | +27.2% | +16.8% | +29.2% |
| 3Y | +75.3% | +158.7% | -83.4% | +21.3% |
| 5Y | +144.0% | +291.1% | -147.1% | +44.0% |
| 10Y | +249.7% | +715.0% | -465.2% | +64.1% |
| All | +408.4% | +494.9% | -86.5% | +128.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling