+4,180.4%
OKE vs URI
+7,134.6%
-2,954.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.6% | -1.9% | -0.7% |
| 7D | +0.7% | -2.0% | +2.7% | +1.2% |
| 30D | +9.4% | -12.9% | +22.3% | +13.1% |
| 3M | +8.6% | -6.7% | +15.3% | +9.8% |
| 6M | +15.3% | +19.0% | -3.7% | +8.4% |
| YTD | +34.8% | +25.5% | +9.2% | +24.2% |
| 1Y | +35.3% | +5.5% | +29.7% | +29.8% |
| 3Y | +69.5% | +111.3% | -41.8% | +33.2% |
| 5Y | +135.2% | +198.6% | -63.4% | +66.3% |
| 10Y | +261.7% | +1,179.9% | -918.2% | +83.0% |
| All | +4,180.4% | +7,134.6% | -2,954.2% | +1,292.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling