+66.4%
OKE vs SN
+476.8%
-410.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -3.3% | +1.6% | -1.4% |
| 7D | -0.2% | -3.4% | +3.2% | +0.2% |
| 30D | +6.1% | -9.1% | +15.1% | +7.0% |
| 3M | +10.4% | +31.8% | -21.3% | +6.9% |
| 6M | +14.2% | +52.0% | -37.9% | +8.1% |
| YTD | +35.3% | +51.3% | -16.0% | +27.8% |
| 1Y | +40.6% | +46.9% | -6.2% | +32.9% |
| 3Y | +72.2% | +394.9% | -322.7% | +46.3% |
| All | +66.4% | +476.8% | -410.4% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling