+139.0%
OKE vs SIMO
+287.2%
-148.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.5% | +4.4% | +0.1% |
| 7D | 0.0% | +12.5% | -12.6% | -0.7% |
| 30D | +4.6% | +18.4% | -13.8% | +3.6% |
| 3M | +6.9% | +5.6% | +1.3% | +5.7% |
| 6M | +15.8% | +116.9% | -101.2% | +6.8% |
| YTD | +35.2% | +188.4% | -153.2% | +20.0% |
| 1Y | +37.6% | +221.3% | -183.7% | +19.9% |
| 3Y | +72.0% | +438.6% | -366.5% | +37.5% |
| 5Y | +139.0% | +287.9% | -148.9% | +98.6% |
| All | +139.0% | +287.2% | -148.2% | +98.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling