+74.3%
OKE vs SN
+344.9%
-270.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.1% | +2.0% | +1.1% |
| 7D | +1.2% | -7.3% | +8.5% | +2.1% |
| 30D | +4.5% | -13.6% | +18.1% | +6.2% |
| 3M | +9.6% | +18.6% | -9.0% | +6.9% |
| 6M | +15.4% | +46.0% | -30.6% | +8.7% |
| YTD | +36.5% | +43.7% | -7.2% | +28.3% |
| 1Y | +39.0% | +39.2% | -0.2% | +30.9% |
| 3Y | +74.3% | +306.5% | -232.2% | +41.7% |
| All | +74.3% | +344.9% | -270.6% | +41.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling