+153.2%
OKE vs PL
+75.7%
+77.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.5% |
| 7D | -0.2% | -13.9% | +13.7% | +0.8% |
| 30D | +6.1% | -25.5% | +31.5% | +8.0% |
| 3M | +10.4% | -44.8% | +55.2% | +14.3% |
| 6M | +14.2% | -33.3% | +47.5% | +14.6% |
| YTD | +35.3% | -12.7% | +48.0% | +32.3% |
| 1Y | +40.6% | +90.9% | -50.3% | +27.5% |
| 3Y | +72.2% | +528.5% | -456.3% | +29.6% |
| 5Y | +139.6% | +72.7% | +66.9% | +96.8% |
| All | +153.2% | +75.7% | +77.5% | +109.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling