+11,070.2%
OKE vs SIRI
-16.9%
+11,087.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | 0.0% | +0.9% |
| 7D | +1.2% | +0.6% | +0.7% | +1.2% |
| 30D | +4.5% | +2.5% | +2.0% | +4.3% |
| 3M | +9.6% | +6.6% | +3.0% | +9.1% |
| 6M | +15.4% | +32.9% | -17.5% | +13.2% |
| YTD | +36.5% | +50.5% | -14.0% | +32.8% |
| 1Y | +39.0% | +28.0% | +11.0% | +36.5% |
| 3Y | +74.3% | -22.4% | +96.7% | +74.1% |
| 5Y | +141.2% | -41.3% | +182.5% | +142.8% |
| 10Y | +262.1% | -10.4% | +272.5% | +259.9% |
| All | +11,070.2% | -16.9% | +11,087.0% | +10,231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 SIRI 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