+137.0%
OKE vs S
-69.2%
+206.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +5.4% |
| 3M | +9.6% | +33.8% | -24.2% | +6.5% |
| 6M | +15.4% | +39.5% | -24.1% | +11.4% |
| YTD | +36.5% | +31.7% | +4.8% | +32.2% |
| 1Y | +39.0% | +7.0% | +32.0% | +36.9% |
| 3Y | +74.3% | +11.8% | +62.5% | +67.6% |
| All | +137.0% | -69.2% | +206.3% | +140.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling