+15,968.0%
OKE vs SU
+61,601.3%
-45,633.3%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.1% | +0.9% |
| 7D | +1.2% | +2.2% | -1.0% | +1.2% |
| 30D | +4.5% | +8.4% | -4.0% | +4.5% |
| 3M | +9.6% | +12.1% | -2.5% | +9.6% |
| 6M | +15.4% | +19.7% | -4.3% | +15.3% |
| YTD | +36.5% | +58.4% | -21.9% | +36.4% |
| 1Y | +39.0% | +67.2% | -28.3% | +38.9% |
| 3Y | +74.3% | +125.0% | -50.7% | +74.1% |
| 5Y | +141.2% | +355.1% | -213.9% | +140.8% |
| 10Y | +262.1% | +263.7% | -1.6% | +261.6% |
| All | +15,968.0% | +61,601.3% | -45,633.3% | +16,256.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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