+74.3%
OKE vs SPY
+77.0%
-2.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.9% | +0.1% | +0.5% |
| 7D | +1.2% | -0.8% | +2.0% | +1.7% |
| 30D | +4.5% | -1.1% | +5.5% | +5.1% |
| 3M | +9.6% | +3.9% | +5.7% | +6.8% |
| 6M | +15.4% | +13.6% | +1.8% | +5.3% |
| YTD | +36.5% | +12.7% | +23.8% | +25.0% |
| 1Y | +39.0% | +17.5% | +21.5% | +22.6% |
| 3Y | +74.3% | +76.9% | -2.6% | +14.6% |
| All | +74.3% | +77.0% | -2.7% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 3y: compounded portfolio wealth divided by compounded SPY 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…
3y analysis · Full analysis span regression · 6 months rolling