+15.4%
OKE vs SITM
+79.8%
-64.4%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +1.2% |
| 7D | +1.2% | +3.9% | -2.6% | +1.4% |
| 30D | +4.5% | -6.6% | +11.1% | +4.2% |
| 3M | +9.6% | -11.9% | +21.5% | +9.3% |
| 6M | +15.4% | +81.1% | -65.8% | +23.6% |
| All | +15.4% | +79.8% | -64.4% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 6mo: compounded portfolio wealth divided by compounded SITM 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…
6mo analysis · Full analysis span regression · 6 months rolling