+133.7%
OKE vs S
-57.8%
+191.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +2.4% |
| 7D | +1.9% | -5.8% | +7.7% | +2.4% |
| 30D | +12.8% | -9.2% | +22.0% | +13.5% |
| 3M | +11.9% | +23.4% | -11.4% | +9.7% |
| 6M | +14.9% | +36.9% | -22.1% | +11.4% |
| YTD | +37.7% | +29.5% | +8.2% | +33.9% |
| 1Y | +44.1% | +5.4% | +38.6% | +42.2% |
| 3Y | +75.3% | +14.7% | +60.6% | +68.8% |
| 5Y | +144.0% | -71.5% | +215.6% | +143.7% |
| All | +133.7% | -57.8% | +191.5% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling