+61.0%
OKE vs PR
+95.8%
-34.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.2% | -0.2% | +0.4% |
| 7D | +5.4% | +6.0% | -0.6% | +2.5% |
| 30D | -1.3% | -4.2% | +2.9% | +0.5% |
| 3M | -2.0% | +10.0% | -12.0% | -6.9% |
| 6M | +3.4% | +15.6% | -12.2% | -4.4% |
| YTD | +28.2% | +68.2% | -40.0% | -0.8% |
| 1Y | +35.7% | +79.2% | -43.5% | +1.9% |
| 3Y | +61.0% | +94.9% | -33.9% | +10.7% |
| All | +61.0% | +95.8% | -34.8% | +10.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling