+58.1%
OKE vs UMAC
+473.8%
-415.6%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UMAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.5% | +3.4% | +1.0% |
| 7D | +1.2% | -3.4% | +4.7% | +1.3% |
| 30D | +4.5% | -15.1% | +19.6% | +4.6% |
| 3M | +9.6% | -10.8% | +20.4% | +9.6% |
| 6M | +15.4% | +15.7% | -0.3% | +14.3% |
| YTD | +36.5% | +80.1% | -43.7% | +33.8% |
| 1Y | +39.0% | +116.7% | -77.7% | +35.4% |
| All | +58.1% | +473.8% | -415.6% | +48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside UMAC.
Daily Out/Under-Performance
Portfolio return minus UMAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UMAC 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 UMAC 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