+74.3%
OKE vs XME
+122.1%
-47.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | +1.2% | -4.2% | +5.5% | +2.1% |
| 30D | +4.5% | -2.7% | +7.2% | +4.9% |
| 3M | +9.6% | -3.9% | +13.5% | +10.4% |
| 6M | +15.4% | -1.0% | +16.3% | +14.2% |
| YTD | +36.5% | +9.8% | +26.6% | +29.1% |
| 1Y | +39.0% | +32.5% | +6.4% | +20.0% |
| 3Y | +74.3% | +124.3% | -50.0% | +12.0% |
| All | +74.3% | +122.1% | -47.8% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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