+10,118.8%
OKE vs SPG
+5,187.5%
+4,931.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.4% | +0.7% | -0.7% |
| 7D | -0.2% | -1.7% | +1.5% | +0.5% |
| 30D | +6.1% | -6.3% | +12.3% | +9.0% |
| 3M | +10.4% | -2.4% | +12.9% | +11.4% |
| 6M | +14.2% | +9.6% | +4.5% | +9.0% |
| YTD | +35.3% | +14.2% | +21.1% | +26.7% |
| 1Y | +40.6% | +19.3% | +21.3% | +29.0% |
| 3Y | +72.2% | +106.7% | -34.5% | +23.8% |
| 5Y | +139.6% | +104.2% | +35.4% | +70.6% |
| 10Y | +259.1% | +63.7% | +195.4% | +156.0% |
| All | +10,118.8% | +5,187.5% | +4,931.3% | +2,548.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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