+139.6%
OKE vs URI
+215.5%
-75.9%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.3% | -3.1% | -2.1% |
| 7D | -0.2% | +5.0% | -5.2% | -1.5% |
| 30D | +6.1% | -9.4% | +15.5% | +8.9% |
| 3M | +10.4% | -5.8% | +16.3% | +11.5% |
| 6M | +14.2% | +25.8% | -11.7% | +4.5% |
| YTD | +35.3% | +27.9% | +7.4% | +21.9% |
| 1Y | +40.6% | +9.7% | +30.9% | +32.9% |
| 3Y | +72.2% | +128.0% | -55.8% | +19.2% |
| 5Y | +139.6% | +212.4% | -72.8% | +36.7% |
| All | +139.6% | +215.5% | -75.9% | +36.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling