+258.5%
OKE vs RF
+342.9%
-84.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.6% |
| 7D | +1.2% | -1.0% | +2.2% | +1.8% |
| 30D | +4.5% | -3.7% | +8.2% | +6.8% |
| 3M | +9.6% | +5.3% | +4.3% | +5.6% |
| 6M | +15.4% | +17.2% | -1.9% | +3.1% |
| YTD | +36.5% | +14.5% | +22.0% | +22.8% |
| 1Y | +39.0% | +15.9% | +23.0% | +23.4% |
| 3Y | +74.3% | +91.2% | -16.9% | +6.5% |
| 5Y | +141.2% | +90.0% | +51.2% | +37.5% |
| All | +258.5% | +342.9% | -84.4% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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