+85.0%
OKE vs STLD
+274.1%
-189.1%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.8% |
| 7D | +5.4% | +2.9% | +2.4% | +4.5% |
| 30D | -1.3% | -5.6% | +4.2% | 0.0% |
| 3M | -2.0% | -11.7% | +9.7% | +0.6% |
| 6M | +3.4% | -2.8% | +6.2% | +3.0% |
| YTD | +28.2% | +36.4% | -8.3% | +14.9% |
| 1Y | +35.7% | +50.0% | -14.3% | +18.1% |
| 3Y | +61.0% | +122.3% | -61.3% | +20.5% |
| All | +85.0% | +274.1% | -189.1% | +14.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling