-11.3%
ABT vs OKE
+138.0%
-149.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -8.8% |
| 3M | +14.5% | +9.6% | +4.9% | +12.6% |
| 6M | -6.3% | +15.4% | -21.7% | -8.9% |
| YTD | -17.1% | +36.5% | -53.6% | -22.2% |
| 1Y | -21.4% | +39.0% | -60.3% | -26.5% |
| 3Y | +5.9% | +74.3% | -68.4% | -9.0% |
| All | -11.3% | +138.0% | -149.3% | -28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling