+37.6%
OKE vs PL
+81.4%
-43.8%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.1% |
| 7D | 0.0% | -9.0% | +9.0% | 0.0% |
| 30D | +4.6% | -29.6% | +34.2% | +4.6% |
| 3M | +6.9% | -45.7% | +52.6% | +7.2% |
| 6M | +15.8% | -34.3% | +50.0% | +14.7% |
| YTD | +35.2% | -15.4% | +50.6% | +33.5% |
| 1Y | +37.6% | +86.1% | -48.5% | +39.1% |
| All | +37.6% | +81.4% | -43.8% | +39.1% |
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