+391.3%
OKE vs SPMO
+566.1%
-174.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPMO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.6% |
| 7D | +1.2% | -0.9% | +2.2% | +1.9% |
| 30D | +4.5% | -1.9% | +6.4% | +5.7% |
| 3M | +9.6% | -1.4% | +11.0% | +8.5% |
| 6M | +15.4% | +25.5% | -10.1% | -6.8% |
| YTD | +36.5% | +24.8% | +11.6% | +10.2% |
| 1Y | +39.0% | +24.5% | +14.5% | +11.9% |
| 3Y | +74.3% | +157.1% | -82.8% | -25.3% |
| 5Y | +141.2% | +149.5% | -8.3% | +6.5% |
| 10Y | +262.1% | +518.1% | -256.0% | +8.0% |
| All | +391.3% | +566.1% | -174.8% | +47.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SPMO.
Daily Out/Under-Performance
Portfolio return minus SPMO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPMO 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 SPMO 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