+139.0%
OKE vs STRL
+2,049.2%
-1,910.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.1% | +2.0% | +0.1% |
| 7D | 0.0% | +5.4% | -5.4% | -0.5% |
| 30D | +4.6% | -9.0% | +13.6% | +5.3% |
| 3M | +6.9% | -37.1% | +44.0% | +10.3% |
| 6M | +15.8% | +17.8% | -2.1% | +8.0% |
| YTD | +35.2% | +58.3% | -23.1% | +19.8% |
| 1Y | +37.6% | +61.0% | -23.4% | +19.3% |
| 3Y | +72.0% | +517.8% | -445.8% | +7.5% |
| 5Y | +139.0% | +2,119.0% | -1,980.1% | -7.4% |
| All | +139.0% | +2,049.2% | -1,910.2% | -7.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling