+139.6%
OKE vs STLD
+294.9%
-155.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.2% | -1.9% | -1.8% |
| 7D | -0.2% | -2.8% | +2.6% | +0.5% |
| 30D | +6.1% | -10.4% | +16.5% | +8.9% |
| 3M | +10.4% | -10.6% | +21.0% | +13.1% |
| 6M | +14.2% | +32.7% | -18.5% | +4.0% |
| YTD | +35.3% | +42.8% | -7.5% | +20.1% |
| 1Y | +40.6% | +86.9% | -46.3% | +14.4% |
| 3Y | +72.2% | +143.8% | -71.6% | +25.2% |
| 5Y | +139.6% | +293.5% | -153.9% | +44.9% |
| All | +139.6% | +294.9% | -155.3% | +44.9% |
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