+1,768.6%
OKE vs XME
+227.9%
+1,540.7%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.4% |
| 7D | +1.2% | -4.2% | +5.5% | +3.5% |
| 30D | +4.5% | -2.7% | +7.2% | +5.5% |
| 3M | +9.6% | -3.9% | +13.5% | +10.2% |
| 6M | +15.4% | -1.0% | +16.3% | +11.7% |
| YTD | +36.5% | +9.8% | +26.6% | +23.5% |
| 1Y | +39.0% | +32.5% | +6.4% | +11.9% |
| 3Y | +74.3% | +124.3% | -50.0% | +2.6% |
| 5Y | +141.2% | +165.8% | -24.6% | +26.1% |
| 10Y | +262.1% | +411.8% | -149.7% | +35.2% |
| All | +1,768.6% | +227.9% | +1,540.7% | +591.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling