+44.6%
OKE vs SAN
+23.5%
+21.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +6.4% | -10.1% | -2.3% |
| 7D | -5.2% | +4.5% | -9.8% | -4.2% |
| 30D | +1.1% | -12.1% | +13.2% | -1.1% |
| 3M | +2.2% | -15.6% | +17.8% | -0.8% |
| 6M | 0.0% | +5.8% | -5.8% | +2.0% |
| YTD | +26.5% | +5.5% | +21.1% | +26.9% |
| 1Y | +44.6% | +23.6% | +21.0% | +42.5% |
| All | +44.6% | +23.5% | +21.2% | +42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 1y: compounded portfolio wealth divided by compounded SAN 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…
1y analysis · Full analysis span regression · 6 months rolling