+137.0%
OKE vs SM
+108.4%
+28.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +1.2% | +4.6% | -3.3% | -0.3% |
| 30D | +4.5% | +18.2% | -13.7% | -1.5% |
| 3M | +9.6% | +22.5% | -12.9% | +1.5% |
| 6M | +15.4% | +50.6% | -35.2% | -1.4% |
| YTD | +36.5% | +108.1% | -71.7% | +3.7% |
| 1Y | +39.0% | +46.0% | -7.0% | +18.3% |
| 3Y | +74.3% | +2.9% | +71.4% | +58.6% |
| All | +137.0% | +108.4% | +28.7% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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