+133.4%
OKE vs REPL
-7.7%
+141.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.8% | +4.0% | +2.2% |
| 7D | +1.9% | -5.7% | +7.6% | +2.1% |
| 30D | +12.8% | +22.5% | -9.6% | +11.9% |
| 3M | +11.9% | +64.7% | -52.7% | +7.8% |
| 6M | +14.9% | +83.0% | -68.2% | +5.8% |
| YTD | +37.7% | +52.0% | -14.2% | +27.7% |
| 1Y | +44.1% | +144.5% | -100.5% | +26.6% |
| 3Y | +75.3% | -25.1% | +100.3% | +48.1% |
| 5Y | +144.0% | -52.9% | +196.9% | +110.6% |
| All | +133.4% | -7.7% | +141.1% | +58.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling