+74.3%
OKE vs PBR
+99.7%
-25.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.8% | +1.8% | +1.2% |
| 7D | +1.2% | +5.4% | -4.1% | -0.6% |
| 30D | +4.5% | +22.9% | -18.4% | -3.0% |
| 3M | +9.6% | +19.6% | -10.0% | +2.5% |
| 6M | +15.4% | +16.5% | -1.1% | +8.7% |
| YTD | +36.5% | +86.7% | -50.2% | +8.4% |
| 1Y | +39.0% | +74.7% | -35.7% | +12.6% |
| 3Y | +74.3% | +102.6% | -28.3% | +26.3% |
| All | +74.3% | +99.7% | -25.4% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 3y: compounded portfolio wealth divided by compounded PBR 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…
3y analysis · Full analysis span regression · 6 months rolling