+258.5%
OKE vs SIMO
+605.2%
-346.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.2% | -6.3% | -0.1% |
| 7D | +1.2% | +11.0% | -9.8% | -0.3% |
| 30D | +4.5% | +17.9% | -13.4% | +1.8% |
| 3M | +9.6% | +3.9% | +5.7% | +6.9% |
| 6M | +15.4% | +131.0% | -115.7% | -4.8% |
| YTD | +36.5% | +209.3% | -172.9% | +4.9% |
| 1Y | +39.0% | +223.8% | -184.8% | +5.0% |
| 3Y | +74.3% | +479.2% | -404.9% | +11.9% |
| 5Y | +141.2% | +316.0% | -174.8% | +58.9% |
| All | +258.5% | +605.2% | -346.7% | +83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SIMO.
Daily Out/Under-Performance
Portfolio return minus SIMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIMO 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 SIMO 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