+258.5%
OKE vs STLA
+55.1%
+203.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +0.2% |
| 7D | +1.2% | -2.9% | +4.1% | +2.2% |
| 30D | +4.5% | +0.9% | +3.6% | +3.7% |
| 3M | +9.6% | -21.6% | +31.2% | +17.8% |
| 6M | +15.4% | -21.6% | +37.0% | +21.4% |
| YTD | +36.5% | -50.4% | +86.9% | +66.2% |
| 1Y | +39.0% | -43.6% | +82.5% | +58.4% |
| 3Y | +74.3% | -66.4% | +140.7% | +128.9% |
| 5Y | +141.2% | -62.3% | +203.5% | +186.4% |
| All | +258.5% | +55.1% | +203.4% | +138.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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