+137.0%
OKE vs SFM
+213.6%
-76.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.8% |
| 7D | +1.2% | -10.6% | +11.9% | +2.7% |
| 30D | +4.5% | -15.5% | +20.0% | +6.6% |
| 3M | +9.6% | -17.4% | +27.0% | +12.0% |
| 6M | +15.4% | -3.4% | +18.8% | +14.8% |
| YTD | +36.5% | -8.7% | +45.1% | +36.7% |
| 1Y | +39.0% | -47.2% | +86.1% | +50.7% |
| 3Y | +74.3% | +82.7% | -8.4% | +53.1% |
| All | +137.0% | +213.6% | -76.6% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling