+74.3%
OKE vs QS
-24.6%
+98.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.9% | -1.0% | +0.9% |
| 7D | +1.2% | -3.6% | +4.9% | +1.3% |
| 30D | +4.5% | -17.2% | +21.7% | +4.9% |
| 3M | +9.6% | -27.0% | +36.6% | +10.3% |
| 6M | +15.4% | -24.6% | +39.9% | +15.6% |
| YTD | +36.5% | -49.3% | +85.8% | +38.7% |
| 1Y | +39.0% | -40.3% | +79.3% | +39.3% |
| 3Y | +74.3% | -23.8% | +98.1% | +64.2% |
| All | +74.3% | -24.6% | +98.9% | +64.2% |
Cumulative growth
Daily Returns
Daily percentage return beside QS.
Daily Out/Under-Performance
Portfolio return minus QS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QS 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 QS 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