+249.6%
OKLO vs OKE
+72.4%
+177.2%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.5% |
| 7D | -12.2% | +1.2% | -13.5% | -12.6% |
| 30D | -19.7% | +4.5% | -24.2% | -21.0% |
| 3M | -37.4% | +9.6% | -47.0% | -40.2% |
| 6M | -42.3% | +15.4% | -57.7% | -47.8% |
| YTD | -49.5% | +36.5% | -86.0% | -59.5% |
| 1Y | -54.7% | +39.0% | -93.7% | -64.7% |
| 3Y | +249.6% | +74.3% | +175.3% | +201.2% |
| All | +249.6% | +72.4% | +177.2% | +201.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling