+139.0%
OKE vs REPL
-58.5%
+197.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -8.4% | +8.3% | 0.0% |
| 7D | 0.0% | -13.4% | +13.4% | +0.2% |
| 30D | +4.6% | -3.0% | +7.6% | +4.6% |
| 3M | +6.9% | +56.3% | -49.4% | +5.6% |
| 6M | +15.8% | +60.9% | -45.1% | +12.9% |
| YTD | +35.2% | +36.2% | -1.0% | +32.2% |
| 1Y | +37.6% | +121.0% | -83.5% | +31.9% |
| 3Y | +72.0% | -32.8% | +104.9% | +66.1% |
| 5Y | +139.0% | -58.7% | +197.6% | +136.6% |
| All | +139.0% | -58.5% | +197.4% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling