+215.3%
OKE vs SNAP
-77.4%
+292.6%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +1.9% | +1.5% | +0.4% | +1.7% |
| 30D | +12.8% | +1.9% | +11.0% | +12.4% |
| 3M | +11.9% | -3.9% | +15.8% | +11.6% |
| 6M | +14.9% | +5.2% | +9.6% | +12.7% |
| YTD | +37.7% | -32.7% | +70.4% | +41.4% |
| 1Y | +44.1% | -24.8% | +68.9% | +45.5% |
| 3Y | +75.3% | -42.2% | +117.4% | +73.2% |
| 5Y | +144.0% | -92.7% | +236.7% | +185.0% |
| All | +215.3% | -77.4% | +292.6% | +150.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling