+15,834.9%
OKE vs SAN
+2,079.3%
+13,755.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.5% | -1.3% |
| 7D | -0.2% | -0.5% | +0.3% | -0.1% |
| 30D | +6.1% | -0.1% | +6.1% | +6.0% |
| 3M | +10.4% | +19.6% | -9.2% | +3.5% |
| 6M | +14.2% | +32.7% | -18.5% | +2.2% |
| YTD | +35.3% | +26.7% | +8.6% | +22.1% |
| 1Y | +40.6% | +51.6% | -11.0% | +19.2% |
| 3Y | +72.2% | +348.7% | -276.5% | -0.2% |
| 5Y | +139.6% | +378.7% | -239.1% | +32.0% |
| 10Y | +259.1% | +336.9% | -77.8% | +102.0% |
| All | +15,834.9% | +2,079.3% | +13,755.6% | +6,893.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling