+139.0%
OKE vs STT
+153.4%
-14.5%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | 0.0% |
| 7D | 0.0% | -1.4% | +1.3% | +0.5% |
| 30D | +4.6% | +2.2% | +2.4% | +3.6% |
| 3M | +6.9% | +18.8% | -11.9% | -0.5% |
| 6M | +15.8% | +57.9% | -42.2% | -4.8% |
| YTD | +35.2% | +51.0% | -15.8% | +12.6% |
| 1Y | +37.6% | +77.1% | -39.6% | +6.3% |
| 3Y | +72.0% | +199.8% | -127.8% | +4.4% |
| 5Y | +139.0% | +156.0% | -17.0% | +39.9% |
| All | +139.0% | +153.4% | -14.5% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling