+258.5%
OKE vs SAN
+357.1%
-98.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | -0.1% |
| 7D | +1.2% | +0.2% | +1.0% | +1.1% |
| 30D | +4.5% | +0.9% | +3.5% | +3.9% |
| 3M | +9.6% | +19.1% | -9.5% | +0.3% |
| 6M | +15.4% | +33.2% | -17.8% | -1.9% |
| YTD | +36.5% | +29.1% | +7.4% | +16.1% |
| 1Y | +39.0% | +50.2% | -11.3% | +9.0% |
| 3Y | +74.3% | +351.0% | -276.7% | -26.8% |
| 5Y | +141.2% | +394.7% | -253.5% | -10.0% |
| All | +258.5% | +357.1% | -98.6% | +22.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling