+111.4%
OKE vs SITM
+4,789.7%
-4,678.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.5% | -4.6% | +0.2% |
| 7D | +1.2% | +3.9% | -2.6% | +0.7% |
| 30D | +4.5% | -6.6% | +11.1% | +5.1% |
| 3M | +9.6% | -11.9% | +21.5% | +9.5% |
| 6M | +15.4% | +81.1% | -65.8% | +1.9% |
| YTD | +36.5% | +80.0% | -43.5% | +19.4% |
| 1Y | +39.0% | +145.8% | -106.9% | +14.1% |
| 3Y | +74.3% | +475.9% | -401.6% | +14.8% |
| 5Y | +141.2% | +189.2% | -48.0% | +60.8% |
| All | +111.4% | +4,789.7% | -4,678.3% | -34.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling