+2,145.2%
OKE vs PSKY
-44.8%
+2,190.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.6% | -1.7% | -0.6% |
| 7D | 0.0% | -6.0% | +5.9% | +1.7% |
| 30D | +4.6% | +10.7% | -6.1% | +1.4% |
| 3M | +6.9% | +1.2% | +5.8% | +6.0% |
| 6M | +15.8% | +1.5% | +14.3% | +13.3% |
| YTD | +35.2% | -21.8% | +57.0% | +40.9% |
| 1Y | +37.6% | -30.2% | +67.7% | +45.3% |
| 3Y | +72.0% | -20.1% | +92.1% | +56.2% |
| 5Y | +139.0% | -70.5% | +209.5% | +179.6% |
| 10Y | +258.7% | -75.2% | +334.0% | +271.0% |
| All | +2,145.2% | -44.8% | +2,190.0% | +1,204.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling