+74.3%
OKE vs PSKY
-18.9%
+93.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.8% |
| 7D | +1.2% | -2.4% | +3.6% | +1.4% |
| 30D | +4.5% | +11.6% | -7.1% | +3.9% |
| 3M | +9.6% | +1.5% | +8.1% | +9.4% |
| 6M | +15.4% | +7.7% | +7.7% | +14.6% |
| YTD | +36.5% | -20.1% | +56.6% | +37.9% |
| 1Y | +39.0% | -38.3% | +77.3% | +42.5% |
| 3Y | +74.3% | -17.7% | +92.0% | +71.1% |
| All | +74.3% | -18.9% | +93.2% | +71.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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