+53.0%
USAR vs OKE
+72.4%
-19.4%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -2.8% |
| 7D | -11.6% | +1.2% | -12.9% | -11.4% |
| 30D | -15.5% | +4.5% | -20.0% | -14.8% |
| 3M | -31.0% | +9.6% | -40.6% | -29.6% |
| 6M | -26.2% | +15.4% | -41.6% | -25.0% |
| YTD | +30.8% | +36.5% | -5.7% | +32.6% |
| 1Y | +7.1% | +39.0% | -31.9% | +8.5% |
| 3Y | +53.0% | +74.3% | -21.3% | +53.4% |
| All | +53.0% | +72.4% | -19.4% | +53.4% |
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