+45.4%
SMR vs OKE
+72.4%
-26.9%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +0.9% | -16.6% | -16.3% |
| 7D | -11.2% | +1.2% | -12.5% | -11.9% |
| 30D | -10.2% | +4.5% | -14.7% | -13.2% |
| 3M | -10.0% | +9.6% | -19.6% | -17.9% |
| 6M | -30.5% | +15.4% | -45.8% | -42.1% |
| YTD | -39.2% | +36.5% | -75.7% | -58.5% |
| 1Y | -75.5% | +39.0% | -114.5% | -83.9% |
| 3Y | +45.4% | +74.3% | -28.9% | -42.4% |
| All | +45.4% | +72.4% | -26.9% | -42.4% |
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