+4,921.1%
OKE vs SBAC
+2,175.2%
+2,745.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -0.2% | +0.2% | -0.4% | -0.2% |
| 30D | +6.1% | +3.9% | +2.2% | +5.5% |
| 3M | +10.4% | -8.2% | +18.6% | +11.5% |
| 6M | +14.2% | -2.8% | +16.9% | +13.9% |
| YTD | +35.3% | -1.5% | +36.9% | +34.7% |
| 1Y | +40.6% | 0.0% | +40.6% | +39.6% |
| 3Y | +72.2% | -8.4% | +80.6% | +71.5% |
| 5Y | +139.6% | -43.5% | +183.2% | +152.3% |
| 10Y | +259.1% | +86.9% | +172.2% | +228.4% |
| All | +4,921.1% | +2,175.2% | +2,745.8% | +3,140.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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