+3,171.3%
OKE vs SNY
+241.9%
+2,929.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | +1.2% | -3.3% | +4.6% | +2.5% |
| 30D | +4.5% | -2.2% | +6.6% | +5.3% |
| 3M | +9.6% | -3.0% | +12.6% | +10.6% |
| 6M | +15.4% | +2.7% | +12.6% | +13.3% |
| YTD | +36.5% | -6.8% | +43.3% | +38.8% |
| 1Y | +39.0% | -5.3% | +44.2% | +39.9% |
| 3Y | +74.3% | -9.8% | +84.1% | +72.2% |
| 5Y | +141.2% | +9.7% | +131.5% | +114.0% |
| 10Y | +262.1% | +64.5% | +197.6% | +169.8% |
| All | +3,171.3% | +241.9% | +2,929.4% | +1,481.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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