+1,972.1%
OKE vs SPXS
-100.0%
+2,072.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | +0.6% |
| 7D | 0.0% | +6.4% | -6.4% | +2.3% |
| 30D | +4.6% | +6.0% | -1.4% | +6.9% |
| 3M | +6.9% | -11.6% | +18.6% | +2.1% |
| 6M | +15.8% | -28.7% | +44.5% | +2.1% |
| YTD | +35.2% | -26.3% | +61.5% | +21.0% |
| 1Y | +37.6% | -34.9% | +72.5% | +18.0% |
| 3Y | +72.0% | -79.5% | +151.5% | +5.0% |
| 5Y | +139.0% | -85.9% | +224.9% | +48.7% |
| 10Y | +258.7% | -99.5% | +358.3% | -2.7% |
| All | +1,972.1% | -100.0% | +2,072.1% | +53.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling