+468.1%
OKE vs PR
+169.5%
+298.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.6% | +1.3% | +0.1% |
| 7D | +0.7% | +2.9% | -2.2% | -0.2% |
| 30D | +9.4% | +18.0% | -8.7% | +4.1% |
| 3M | +8.6% | +16.9% | -8.3% | +3.5% |
| 6M | +15.3% | +28.2% | -12.9% | +6.9% |
| YTD | +34.8% | +69.3% | -34.6% | +15.2% |
| 1Y | +35.3% | +69.5% | -34.2% | +15.3% |
| 3Y | +69.5% | +81.7% | -12.2% | +39.5% |
| 5Y | +135.2% | +422.2% | -287.1% | +36.5% |
| 10Y | +261.7% | +110.4% | +151.3% | +57.5% |
| All | +468.1% | +169.5% | +298.6% | +164.8% |
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