+59.3%
USAR vs OKE
+77.2%
-18.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -0.1% | -5.9% | -6.0% |
| 7D | -9.3% | 0.0% | -9.3% | -9.3% |
| 30D | -15.2% | +4.6% | -19.8% | -14.5% |
| 3M | -21.1% | +6.9% | -28.0% | -19.8% |
| 6M | -21.6% | +15.8% | -37.3% | -20.4% |
| YTD | +34.8% | +35.2% | -0.4% | +36.4% |
| 1Y | +15.6% | +37.6% | -21.9% | +16.9% |
| 3Y | +57.7% | +72.0% | -14.3% | +57.5% |
| All | +59.3% | +77.2% | -18.0% | +59.0% |
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