+299.6%
OKLO vs OKE
+134.2%
+165.4%
-78.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.3% | -0.1% | -6.2% | -6.3% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -15.2% | +4.6% | -19.8% | -15.9% |
| 3M | -26.2% | +6.9% | -33.1% | -27.5% |
| 6M | -35.0% | +15.8% | -50.8% | -38.3% |
| YTD | -44.4% | +35.2% | -79.6% | -49.7% |
| 1Y | -45.9% | +37.6% | -83.5% | -51.7% |
| 3Y | +284.9% | +72.0% | +212.9% | +269.0% |
| 5Y | +305.3% | +139.0% | +166.3% | +282.7% |
| All | +299.6% | +134.2% | +165.4% | +279.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling