+258.5%
OKE vs UL
+66.7%
+191.8%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | +1.2% | -3.4% | +4.6% | +2.5% |
| 30D | +4.5% | +0.5% | +4.0% | +4.2% |
| 3M | +9.6% | +7.2% | +2.4% | +6.2% |
| 6M | +15.4% | -3.1% | +18.4% | +15.8% |
| YTD | +36.5% | -2.7% | +39.2% | +36.3% |
| 1Y | +39.0% | -10.2% | +49.2% | +43.1% |
| 3Y | +74.3% | +20.3% | +54.0% | +55.2% |
| 5Y | +141.2% | +19.9% | +121.3% | +111.0% |
| All | +258.5% | +66.7% | +191.8% | +211.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UL.
Daily Out/Under-Performance
Portfolio return minus UL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UL 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 10y: compounded portfolio wealth divided by compounded UL 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…
10y analysis · Full analysis span regression · 6 months rolling