+39.0%
OKE vs SN
+38.1%
+0.9%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +0.9% |
| 7D | +1.2% | -7.3% | +8.5% | +0.7% |
| 30D | +4.5% | -13.6% | +18.1% | +3.5% |
| 3M | +9.6% | +18.6% | -9.0% | +11.4% |
| 6M | +15.4% | +46.0% | -30.6% | +19.4% |
| YTD | +36.5% | +43.7% | -7.2% | +40.5% |
| 1Y | +39.0% | +39.2% | -0.2% | +40.7% |
| All | +39.0% | +38.1% | +0.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling