+75.3%
OKE vs PR
+87.2%
-11.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.2% | +0.9% | +1.6% |
| 7D | +1.9% | -0.6% | +2.5% | +2.2% |
| 30D | +12.8% | +17.4% | -4.5% | +4.4% |
| 3M | +11.9% | +21.8% | -9.8% | +1.6% |
| 6M | +14.9% | +27.6% | -12.7% | +1.8% |
| YTD | +37.7% | +71.4% | -33.7% | +6.5% |
| 1Y | +44.1% | +78.3% | -34.3% | +8.9% |
| 3Y | +75.3% | +85.5% | -10.2% | +24.2% |
| All | +75.3% | +87.2% | -11.9% | +24.2% |
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