+39.0%
OKE vs STLA
-40.1%
+79.1%
-11.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | +1.1% |
| 7D | +1.2% | -2.9% | +4.1% | +1.0% |
| 30D | +4.5% | +0.9% | +3.6% | +4.7% |
| 3M | +9.6% | -21.6% | +31.2% | +8.0% |
| 6M | +15.4% | -21.6% | +37.0% | +13.0% |
| YTD | +36.5% | -50.4% | +86.9% | +37.0% |
| 1Y | +39.0% | -43.6% | +82.5% | +37.8% |
| All | +39.0% | -40.1% | +79.1% | +37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling