+75.3%
OKE vs STLD
+141.4%
-66.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.9% | +2.3% |
| 7D | +1.9% | +2.7% | -0.8% | +1.4% |
| 30D | +12.8% | -8.4% | +21.3% | +14.6% |
| 3M | +11.9% | -9.9% | +21.8% | +13.8% |
| 6M | +14.9% | +33.0% | -18.2% | +6.7% |
| YTD | +37.7% | +42.6% | -4.9% | +25.3% |
| 1Y | +44.1% | +80.8% | -36.7% | +22.4% |
| 3Y | +75.3% | +143.4% | -68.2% | +36.7% |
| All | +75.3% | +141.4% | -66.2% | +36.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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