+72.7%
OKE vs STZ
-49.0%
+121.7%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.9% | -2.0% | -0.4% |
| 7D | 0.0% | -4.1% | +4.1% | +0.6% |
| 30D | +4.6% | -7.6% | +12.2% | +5.7% |
| 3M | +6.9% | -12.3% | +19.2% | +9.0% |
| 6M | +15.8% | -16.3% | +32.1% | +18.6% |
| YTD | +35.2% | -8.4% | +43.5% | +35.4% |
| 1Y | +37.6% | -10.8% | +48.4% | +38.3% |
| All | +72.7% | -49.0% | +121.7% | +86.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 3y: compounded portfolio wealth divided by compounded STZ 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…
3y analysis · Full analysis span regression · 6 months rolling