+5.6%
OKE vs SARO
-15.2%
+20.7%
-5.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1mo.
| Period | Portfolio | SARO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.7% | +0.6% |
| 7D | +1.2% | -3.1% | +4.4% | +1.8% |
| 30D | +4.5% | -12.2% | +16.7% | +7.0% |
| All | +5.6% | -15.2% | +20.7% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SARO.
Daily Out/Under-Performance
Portfolio return minus SARO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SARO 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 1mo: compounded portfolio wealth divided by compounded SARO 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…
1mo analysis · Full analysis span regression · Available span rolling