+144.0%
OKE vs PL
+79.0%
+65.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.9% | +2.3% |
| 7D | +1.9% | -7.5% | +9.4% | +2.4% |
| 30D | +12.8% | -25.6% | +38.4% | +14.9% |
| 3M | +11.9% | -45.6% | +57.5% | +16.0% |
| 6M | +14.9% | -29.5% | +44.4% | +14.9% |
| YTD | +37.7% | -9.7% | +47.4% | +34.4% |
| 1Y | +44.1% | +84.4% | -40.3% | +31.0% |
| 3Y | +75.3% | +550.0% | -474.7% | +31.5% |
| 5Y | +144.0% | +79.0% | +65.0% | +98.6% |
| All | +144.0% | +79.0% | +65.0% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling