+259.1%
OKE vs PR
+88.3%
+170.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.7% |
| 7D | -0.2% | -0.8% | +0.6% | +0.1% |
| 30D | +6.1% | +11.3% | -5.2% | +2.6% |
| 3M | +10.4% | +24.1% | -13.6% | +3.5% |
| 6M | +14.2% | +25.4% | -11.2% | +6.5% |
| YTD | +35.3% | +71.2% | -35.9% | +15.2% |
| 1Y | +40.6% | +78.6% | -38.0% | +17.9% |
| 3Y | +72.2% | +85.2% | -13.0% | +40.7% |
| 5Y | +139.6% | +419.0% | -279.4% | +38.7% |
| 10Y | +259.1% | +86.2% | +172.9% | +50.1% |
| All | +259.1% | +88.3% | +170.8% | +50.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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