+131.6%
OKE vs S
-57.1%
+188.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.3% | +1.2% | +1.0% |
| 7D | +1.2% | -0.7% | +1.9% | +1.3% |
| 30D | +4.5% | -11.4% | +15.9% | +5.3% |
| 3M | +9.6% | +33.8% | -24.2% | +6.7% |
| 6M | +15.4% | +39.5% | -24.1% | +11.7% |
| YTD | +36.5% | +31.7% | +4.8% | +32.5% |
| 1Y | +39.0% | +7.0% | +32.0% | +37.0% |
| 3Y | +74.3% | +11.8% | +62.5% | +68.2% |
| 5Y | +141.2% | -69.0% | +210.2% | +140.8% |
| All | +131.6% | -57.1% | +188.6% | +134.6% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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