+72.9%
OKE vs URI
+125.2%
-52.3%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.0% |
| 7D | -0.2% | +5.0% | -5.2% | -1.1% |
| 30D | +6.1% | -9.4% | +15.5% | +8.0% |
| 3M | +10.4% | -5.8% | +16.3% | +11.2% |
| 6M | +14.2% | +25.8% | -11.7% | +7.2% |
| YTD | +35.3% | +27.9% | +7.4% | +25.4% |
| 1Y | +40.6% | +9.7% | +30.9% | +35.6% |
| All | +72.9% | +125.2% | -52.3% | +34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI 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 URI 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