+81.8%
OKE vs PL
+38.8%
+43.0%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.9% |
| 7D | -0.5% | +13.4% | -13.8% | -1.4% |
| 30D | -3.1% | -10.2% | +7.0% | -2.7% |
| 3M | -2.6% | -39.5% | +36.9% | +0.2% |
| 6M | +2.8% | -65.7% | +68.5% | +9.0% |
| YTD | +25.9% | -27.3% | +53.2% | +24.2% |
| 1Y | +34.0% | +15.0% | +19.0% | +26.4% |
| 3Y | +58.9% | +560.8% | -501.9% | +17.9% |
| 5Y | +81.8% | +38.4% | +43.4% | +50.6% |
| All | +81.8% | +38.8% | +43.0% | +50.6% |
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