+44.6%
OKE vs PL
-0.6%
+45.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -6.4% | +2.7% | -3.6% |
| 7D | -5.2% | -11.7% | +6.5% | -5.3% |
| 30D | +1.1% | -27.1% | +28.3% | +1.0% |
| 3M | +2.2% | -44.6% | +46.8% | +1.9% |
| 6M | 0.0% | -67.2% | +67.2% | 0.0% |
| YTD | +26.5% | -35.9% | +62.4% | +26.1% |
| 1Y | +44.6% | -0.4% | +45.0% | +45.7% |
| All | +44.6% | -0.6% | +45.2% | +45.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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