+373.4%
OKE vs QS
-47.4%
+420.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | QS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | 0.0% | -5.0% | +4.9% | +0.1% |
| 30D | +4.6% | -18.3% | +22.9% | +5.3% |
| 3M | +6.9% | -26.0% | +32.9% | +7.8% |
| 6M | +15.8% | -24.0% | +39.8% | +16.2% |
| YTD | +35.2% | -50.3% | +85.5% | +37.9% |
| 1Y | +37.6% | -38.0% | +75.5% | +38.0% |
| 3Y | +72.0% | -24.6% | +96.6% | +66.0% |
| 5Y | +139.0% | -75.4% | +214.4% | +133.2% |
| All | +373.4% | -47.4% | +420.8% | +371.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling