+131.3%
OKE vs REPL
-19.2%
+150.5%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | +1.0% |
| 7D | +1.2% | -14.1% | +15.3% | +1.8% |
| 30D | +4.5% | -15.2% | +19.7% | +5.1% |
| 3M | +9.6% | +49.9% | -40.3% | +6.0% |
| 6M | +15.4% | +63.5% | -48.2% | +6.7% |
| YTD | +36.5% | +32.9% | +3.5% | +27.2% |
| 1Y | +39.0% | +115.0% | -76.0% | +22.7% |
| 3Y | +74.3% | -34.7% | +109.0% | +48.1% |
| 5Y | +141.2% | -59.7% | +200.9% | +109.8% |
| All | +131.3% | -19.2% | +150.5% | +57.9% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 10y: compounded portfolio wealth divided by compounded REPL 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…
10y analysis · Full analysis span regression · 6 months rolling