+72.7%
OKE vs URA
+107.9%
-35.2%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.0% | +3.9% | +0.2% |
| 7D | 0.0% | -1.5% | +1.5% | +0.1% |
| 30D | +4.6% | -0.4% | +5.0% | +4.5% |
| 3M | +6.9% | +6.3% | +0.7% | +6.2% |
| 6M | +15.8% | -14.0% | +29.7% | +16.8% |
| YTD | +35.2% | +5.3% | +29.9% | +31.8% |
| 1Y | +37.6% | +11.7% | +25.9% | +30.6% |
| All | +72.7% | +107.9% | -35.2% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA 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 URA 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