+6,110.6%
OKE vs STLD
+8,245.9%
-2,135.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.2% | +4.2% | +1.9% |
| 7D | +5.4% | +2.9% | +2.4% | +4.4% |
| 30D | -1.3% | -5.6% | +4.2% | +0.1% |
| 3M | -2.0% | -11.7% | +9.7% | +1.0% |
| 6M | +3.4% | -2.8% | +6.2% | +3.0% |
| YTD | +28.2% | +36.4% | -8.3% | +14.3% |
| 1Y | +35.7% | +50.0% | -14.3% | +17.6% |
| 3Y | +61.0% | +122.3% | -61.3% | +21.0% |
| 5Y | +85.8% | +273.2% | -187.4% | +15.6% |
| 10Y | +242.1% | +763.8% | -521.7% | +66.3% |
| All | +6,110.6% | +8,245.9% | -2,135.3% | +1,518.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling