-73.1%
SMR vs OKE
+35.9%
-108.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.7% |
| 7D | +4.4% | +0.7% | +3.7% | +4.8% |
| 30D | +3.4% | +9.4% | -6.0% | +9.2% |
| 3M | -19.2% | +8.6% | -27.7% | -14.4% |
| 6M | -22.6% | +15.3% | -37.9% | -19.4% |
| YTD | -31.5% | +34.8% | -66.3% | -30.5% |
| 1Y | -73.1% | +35.3% | -108.3% | -75.2% |
| All | -73.1% | +35.9% | -108.9% | -75.2% |
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 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