+270.7%
OKLO vs OKE
+138.0%
+132.7%
-79.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.9% | -10.1% | -9.3% |
| 7D | -12.2% | +1.2% | -13.5% | -12.4% |
| 30D | -19.7% | +4.5% | -24.2% | -20.4% |
| 3M | -37.4% | +9.6% | -47.0% | -38.9% |
| 6M | -42.3% | +15.4% | -57.7% | -45.1% |
| YTD | -49.5% | +36.5% | -86.0% | -54.6% |
| 1Y | -54.7% | +39.0% | -93.7% | -59.7% |
| 3Y | +249.6% | +74.3% | +175.3% | +234.7% |
| All | +270.7% | +138.0% | +132.7% | +252.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling