-40.7%
OKLO vs OKE
+35.9%
-76.6%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -0.3% | +3.9% | +3.3% |
| 7D | +2.8% | +0.7% | +2.1% | +3.4% |
| 30D | -4.0% | +9.4% | -13.4% | +3.9% |
| 3M | -36.9% | +8.6% | -45.5% | -31.3% |
| 6M | -37.1% | +15.3% | -52.4% | -30.6% |
| YTD | -42.5% | +34.8% | -77.3% | -30.3% |
| 1Y | -40.7% | +35.3% | -76.0% | -34.7% |
| All | -40.7% | +35.9% | -76.6% | -34.7% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 1y: compounded portfolio wealth divided by compounded OKE 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…
1y analysis · Full analysis span regression · 6 months rolling