+1,861.3%
OKE vs SIMO
+3,544.2%
-1,682.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.2% | -4.0% | +1.2% |
| 7D | +1.9% | +14.6% | -12.7% | -0.3% |
| 30D | +12.8% | +6.2% | +6.6% | +11.2% |
| 3M | +11.9% | +3.6% | +8.4% | +8.9% |
| 6M | +14.9% | +130.8% | -115.9% | -4.5% |
| YTD | +37.7% | +195.8% | -158.0% | +8.7% |
| 1Y | +44.1% | +225.0% | -180.9% | +11.3% |
| 3Y | +75.3% | +452.3% | -377.1% | +20.6% |
| 5Y | +144.0% | +303.6% | -159.6% | +71.1% |
| 10Y | +249.7% | +528.8% | -279.0% | +117.1% |
| All | +1,861.3% | +3,544.2% | -1,682.9% | +580.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling