+74.3%
OKE vs Z
-36.5%
+110.8%
-42.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.0% | -3.1% | +0.7% |
| 7D | +1.2% | -6.0% | +7.3% | +1.6% |
| 30D | +4.5% | -2.3% | +6.8% | +4.5% |
| 3M | +9.6% | -0.6% | +10.2% | +9.3% |
| 6M | +15.4% | -27.6% | +43.0% | +18.0% |
| YTD | +36.5% | -52.4% | +88.8% | +46.0% |
| 1Y | +39.0% | -63.6% | +102.6% | +53.7% |
| 3Y | +74.3% | -36.4% | +110.7% | +81.0% |
| All | +74.3% | -36.5% | +110.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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