+434.9%
OKE vs PR
+164.4%
+270.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.0% | -1.2% | +0.2% |
| 7D | +3.0% | +6.7% | -3.7% | +1.1% |
| 30D | -3.8% | -6.1% | +2.4% | -2.0% |
| 3M | -2.8% | +6.9% | -9.7% | -5.0% |
| 6M | +2.8% | +14.6% | -11.8% | -1.6% |
| YTD | +26.9% | +66.1% | -39.2% | +8.9% |
| 1Y | +35.4% | +77.0% | -41.7% | +14.1% |
| 3Y | +60.1% | +93.8% | -33.7% | +29.6% |
| 5Y | +84.0% | +268.2% | -184.3% | +17.8% |
| 10Y | +238.7% | +82.3% | +156.4% | +45.0% |
| All | +434.9% | +164.4% | +270.5% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling