+913.5%
OKE vs URA
-29.0%
+942.4%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.1% |
| 7D | +1.9% | +8.1% | -6.2% | -1.0% |
| 30D | +12.8% | +5.8% | +7.1% | +10.1% |
| 3M | +11.9% | +3.4% | +8.5% | +8.7% |
| 6M | +14.9% | -2.6% | +17.5% | +11.2% |
| YTD | +37.7% | +11.2% | +26.6% | +24.3% |
| 1Y | +44.1% | +19.8% | +24.2% | +22.4% |
| 3Y | +75.3% | +121.5% | -46.2% | +6.2% |
| 5Y | +144.0% | +134.5% | +9.6% | +34.4% |
| 10Y | +249.7% | +376.7% | -126.9% | +26.8% |
| All | +913.5% | -29.0% | +942.4% | +475.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling