+15,770.1%
OKE vs RF
+1,537.4%
+14,232.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.3% | -0.3% |
| 7D | +0.7% | +1.3% | -0.6% | +0.3% |
| 30D | +9.4% | -3.6% | +13.0% | +10.4% |
| 3M | +8.6% | +8.1% | +0.5% | +6.2% |
| 6M | +15.3% | +11.5% | +3.8% | +11.5% |
| YTD | +34.8% | +15.6% | +19.2% | +28.9% |
| 1Y | +35.3% | +15.7% | +19.6% | +29.1% |
| 3Y | +69.5% | +86.9% | -17.4% | +41.2% |
| 5Y | +135.2% | +89.8% | +45.4% | +93.3% |
| 10Y | +261.7% | +344.7% | -83.0% | +153.6% |
| All | +15,770.1% | +1,537.4% | +14,232.7% | +7,594.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling