+81.8%
OKE vs RF
+45.4%
+36.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | -0.5% | -1.3% | +0.9% | 0.0% |
| 30D | -3.1% | +4.6% | -7.8% | -4.9% |
| 3M | -2.6% | -8.4% | +5.9% | +0.7% |
| 6M | +2.8% | +8.9% | -6.1% | -1.2% |
| YTD | +25.9% | +8.8% | +17.1% | +20.0% |
| 1Y | +34.0% | +18.9% | +15.0% | +22.7% |
| 3Y | +58.9% | +116.0% | -57.1% | +10.9% |
| 5Y | +81.8% | +46.0% | +35.7% | +47.6% |
| All | +81.8% | +45.4% | +36.3% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling