+15,968.0%
OKE vs STT
+7,339.9%
+8,628.1%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.6% |
| 7D | +1.2% | -0.4% | +1.7% | +1.4% |
| 30D | +4.5% | +1.7% | +2.8% | +3.9% |
| 3M | +9.6% | +17.9% | -8.3% | +4.1% |
| 6M | +15.4% | +55.3% | -39.9% | +0.5% |
| YTD | +36.5% | +52.7% | -16.2% | +19.0% |
| 1Y | +39.0% | +75.7% | -36.7% | +16.0% |
| 3Y | +74.3% | +197.9% | -123.6% | +23.7% |
| 5Y | +141.2% | +158.8% | -17.6% | +75.0% |
| 10Y | +262.1% | +269.3% | -7.2% | +142.5% |
| All | +15,968.0% | +7,339.9% | +8,628.1% | +4,998.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling