+258.5%
OKE vs STT
+271.9%
-13.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | +1.2% | -0.4% | +1.7% | +1.5% |
| 30D | +4.5% | +1.7% | +2.8% | +3.3% |
| 3M | +9.6% | +17.9% | -8.3% | -1.1% |
| 6M | +15.4% | +55.3% | -39.9% | -12.4% |
| YTD | +36.5% | +52.7% | -16.2% | +3.6% |
| 1Y | +39.0% | +75.7% | -36.7% | -3.6% |
| 3Y | +74.3% | +197.9% | -123.6% | -14.8% |
| 5Y | +141.2% | +158.8% | -17.6% | +20.0% |
| All | +258.5% | +271.9% | -13.4% | +30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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