+139.6%
OKE vs RF
+88.8%
+50.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.6% | -1.1% | -1.5% |
| 7D | -0.2% | -0.1% | -0.1% | -0.2% |
| 30D | +6.1% | -4.0% | +10.1% | +7.8% |
| 3M | +10.4% | +5.6% | +4.9% | +7.7% |
| 6M | +14.2% | +13.1% | +1.1% | +7.7% |
| YTD | +35.3% | +13.6% | +21.8% | +26.8% |
| 1Y | +40.6% | +16.0% | +24.7% | +30.2% |
| 3Y | +72.2% | +90.2% | -18.0% | +25.9% |
| 5Y | +139.6% | +87.0% | +52.6% | +60.0% |
| All | +139.6% | +88.8% | +50.8% | +60.0% |
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