+139.0%
OKE vs SNAP
-92.7%
+231.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.0% | -4.1% | -0.3% |
| 7D | 0.0% | -3.2% | +3.1% | +0.2% |
| 30D | +4.6% | +0.2% | +4.4% | +4.4% |
| 3M | +6.9% | +2.6% | +4.3% | +6.4% |
| 6M | +15.8% | +12.4% | +3.3% | +13.9% |
| YTD | +35.2% | -31.6% | +66.8% | +37.8% |
| 1Y | +37.6% | -21.7% | +59.3% | +38.4% |
| 3Y | +72.0% | -41.2% | +113.2% | +70.7% |
| 5Y | +139.0% | -92.6% | +231.5% | +161.2% |
| All | +139.0% | -92.7% | +231.6% | +161.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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