+258.5%
OKE vs SPXS
-99.6%
+358.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.4% | +3.4% | 0.0% |
| 7D | +1.2% | +2.5% | -1.2% | +2.2% |
| 30D | +4.5% | +4.2% | +0.3% | +6.2% |
| 3M | +9.6% | -9.3% | +18.9% | +5.7% |
| 6M | +15.4% | -30.7% | +46.1% | +0.5% |
| YTD | +36.5% | -28.1% | +64.5% | +20.8% |
| 1Y | +39.0% | -35.1% | +74.0% | +18.8% |
| 3Y | +74.3% | -79.6% | +153.9% | +3.9% |
| 5Y | +141.2% | -86.3% | +227.5% | +45.4% |
| All | +258.5% | -99.6% | +358.1% | -20.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXS.
Daily Out/Under-Performance
Portfolio return minus SPXS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXS 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 10y: compounded portfolio wealth divided by compounded SPXS 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…
10y analysis · Full analysis span regression · 6 months rolling