+72.7%
OKE vs STLA
-66.9%
+139.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | 0.0% | -3.8% | +3.8% | +0.3% |
| 30D | +4.6% | -3.1% | +7.7% | +4.8% |
| 3M | +6.9% | -19.6% | +26.6% | +8.9% |
| 6M | +15.8% | -23.5% | +39.2% | +17.4% |
| YTD | +35.2% | -51.5% | +86.7% | +46.0% |
| 1Y | +37.6% | -39.7% | +77.2% | +41.4% |
| All | +72.7% | -66.9% | +139.6% | +85.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling