+152.2%
OKE vs PL
+84.9%
+67.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +0.9% | -0.3% |
| 7D | +0.7% | -9.3% | +10.0% | +1.3% |
| 30D | +9.4% | -18.9% | +28.3% | +10.8% |
| 3M | +8.6% | -58.4% | +66.9% | +14.3% |
| 6M | +15.3% | -30.3% | +45.6% | +15.4% |
| YTD | +34.8% | -8.1% | +42.9% | +31.4% |
| 1Y | +35.3% | +180.5% | -145.2% | +17.5% |
| 3Y | +69.5% | +444.1% | -374.7% | +29.9% |
| 5Y | +135.2% | +83.0% | +52.2% | +92.9% |
| All | +152.2% | +84.9% | +67.3% | +108.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling