+258.5%
OKE vs STRL
+7,221.5%
-6,963.0%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.4% | -4.5% | 0.0% |
| 7D | +1.2% | +5.0% | -3.8% | +0.4% |
| 30D | +4.5% | -6.9% | +11.4% | +5.5% |
| 3M | +9.6% | -39.1% | +48.7% | +17.7% |
| 6M | +15.4% | +21.5% | -6.1% | +1.9% |
| YTD | +36.5% | +66.9% | -30.4% | +10.8% |
| 1Y | +39.0% | +61.6% | -22.7% | +11.0% |
| 3Y | +74.3% | +560.0% | -485.7% | -12.6% |
| 5Y | +141.2% | +2,238.9% | -2,097.7% | -22.2% |
| All | +258.5% | +7,221.5% | -6,963.0% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 10y: compounded portfolio wealth divided by compounded STRL 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…
10y analysis · Full analysis span regression · 6 months rolling