+1,046.1%
OKE vs SSNC
+1,015.4%
+30.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SSNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.1% |
| 7D | 0.0% | -6.7% | +6.7% | +3.2% |
| 30D | +4.6% | -0.8% | +5.4% | +4.8% |
| 3M | +6.9% | +16.1% | -9.1% | -1.3% |
| 6M | +15.8% | +7.9% | +7.8% | +9.8% |
| YTD | +35.2% | -8.7% | +43.9% | +37.9% |
| 1Y | +37.6% | -9.5% | +47.1% | +40.6% |
| 3Y | +72.0% | +47.7% | +24.4% | +36.3% |
| 5Y | +139.0% | +17.6% | +121.3% | +108.6% |
| 10Y | +258.7% | +167.7% | +91.0% | +127.6% |
| All | +1,046.1% | +1,015.4% | +30.8% | +354.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SSNC.
Daily Out/Under-Performance
Portfolio return minus SSNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SSNC 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 SSNC 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