+197.1%
ABT vs OKE
+266.1%
-68.9%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.9% | -2.3% | -1.5% |
| 7D | -5.9% | +1.2% | -7.1% | -6.1% |
| 30D | -8.1% | +4.5% | -12.6% | -8.6% |
| 3M | +14.5% | +9.6% | +4.9% | +13.1% |
| 6M | -6.3% | +15.4% | -21.7% | -8.2% |
| YTD | -17.1% | +36.5% | -53.6% | -20.7% |
| 1Y | -21.4% | +39.0% | -60.3% | -25.0% |
| 3Y | +5.9% | +74.3% | -68.4% | -2.8% |
| 5Y | -12.8% | +141.2% | -154.0% | -23.5% |
| All | +197.1% | +266.1% | -68.9% | +152.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling