-85.6%
SMR vs OKE
+43.1%
-128.7%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | -3.6% | -0.8% | -6.1% |
| 7D | -9.5% | -5.2% | -4.3% | -11.8% |
| 30D | -33.2% | +1.1% | -34.3% | -32.5% |
| 3M | -45.9% | +2.2% | -48.2% | -44.7% |
| 6M | -57.9% | 0.0% | -57.9% | -57.2% |
| YTD | -63.8% | +26.5% | -90.3% | -68.2% |
| 1Y | -85.6% | +44.6% | -130.2% | -88.2% |
| All | -85.6% | +43.1% | -128.7% | -88.2% |
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