+85.0%
OKE vs SUI
-26.4%
+111.4%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.7% |
| 7D | +5.4% | -1.5% | +6.8% | +5.8% |
| 30D | -1.3% | +3.7% | -5.1% | -2.7% |
| 3M | -2.0% | -0.4% | -1.6% | -2.3% |
| 6M | +3.4% | -2.8% | +6.2% | +3.9% |
| YTD | +28.2% | -1.6% | +29.8% | +27.8% |
| 1Y | +35.7% | -2.1% | +37.7% | +35.5% |
| 3Y | +61.0% | +18.5% | +42.5% | +46.4% |
| All | +85.0% | -26.4% | +111.4% | +101.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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