+1,746.8%
OKE vs SPXU
-100.0%
+1,846.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPXU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | +0.6% |
| 7D | 0.0% | +6.4% | -6.4% | +2.3% |
| 30D | +4.6% | +5.9% | -1.4% | +6.9% |
| 3M | +6.9% | -11.7% | +18.6% | +2.1% |
| 6M | +15.8% | -28.7% | +44.4% | +1.9% |
| YTD | +35.2% | -26.4% | +61.5% | +20.7% |
| 1Y | +37.6% | -35.2% | +72.8% | +17.4% |
| 3Y | +72.0% | -79.8% | +151.8% | +3.1% |
| 5Y | +139.0% | -86.1% | +225.0% | +46.6% |
| 10Y | +258.7% | -99.5% | +358.3% | -6.3% |
| All | +1,746.8% | -100.0% | +1,846.8% | +73.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SPXU.
Daily Out/Under-Performance
Portfolio return minus SPXU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPXU 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 SPXU 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