+430.7%
OKE vs PR
+159.2%
+271.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.8% | -1.8% | +0.1% |
| 7D | -0.5% | -0.5% | 0.0% | -0.4% |
| 30D | -3.1% | -4.6% | +1.5% | -1.8% |
| 3M | -2.6% | +4.7% | -7.3% | -4.1% |
| 6M | +2.8% | +12.4% | -9.7% | -1.1% |
| YTD | +25.9% | +62.9% | -36.9% | +8.7% |
| 1Y | +34.0% | +70.6% | -36.6% | +14.1% |
| 3Y | +58.9% | +90.0% | -31.1% | +29.3% |
| 5Y | +81.8% | +255.5% | -173.7% | +17.6% |
| 10Y | +236.1% | +78.7% | +157.3% | +44.7% |
| All | +430.7% | +159.2% | +271.6% | +149.9% |
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