+11,939.4%
OKE vs SM
+1,680.5%
+10,258.9%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.6% | -2.3% | -1.9% |
| 7D | -0.2% | -0.2% | 0.0% | -0.2% |
| 30D | +6.1% | +20.3% | -14.2% | +0.6% |
| 3M | +10.4% | +22.9% | -12.5% | +3.6% |
| 6M | +14.2% | +47.8% | -33.7% | +1.0% |
| YTD | +35.3% | +107.5% | -72.1% | +8.4% |
| 1Y | +40.6% | +51.7% | -11.1% | +22.0% |
| 3Y | +72.2% | -0.9% | +73.1% | +62.2% |
| 5Y | +139.6% | +112.2% | +27.4% | +73.6% |
| 10Y | +259.1% | +20.3% | +238.8% | +84.9% |
| All | +11,939.4% | +1,680.5% | +10,258.9% | +3,562.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling