+66.2%
OKE vs SN
+453.9%
-387.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.3% |
| 7D | 0.0% | -7.2% | +7.2% | +0.7% |
| 30D | +4.6% | -13.4% | +18.0% | +6.1% |
| 3M | +6.9% | +26.8% | -19.9% | +3.9% |
| 6M | +15.8% | +44.6% | -28.8% | +10.2% |
| YTD | +35.2% | +45.3% | -10.1% | +28.2% |
| 1Y | +37.6% | +40.1% | -2.5% | +30.7% |
| 3Y | +72.0% | +375.3% | -303.2% | +46.8% |
| All | +66.2% | +453.9% | -387.7% | +42.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling