+1.5%
SMR vs OKE
+85.2%
-83.7%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.1% | -5.4% | -5.5% |
| 7D | +4.7% | 0.0% | +4.7% | +4.9% |
| 30D | +3.2% | +4.6% | -1.4% | +0.1% |
| 3M | +9.9% | +6.9% | +3.0% | +2.9% |
| 6M | -15.1% | +15.8% | -30.9% | -27.5% |
| YTD | -27.9% | +35.2% | -63.1% | -46.3% |
| 1Y | -70.2% | +37.6% | -107.8% | -78.5% |
| 3Y | +72.5% | +72.0% | +0.4% | +15.0% |
| All | +1.5% | +85.2% | -83.7% | -35.5% |
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