+6,333.1%
ABT vs OKE
+15,943.7%
-9,610.6%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -5.8% | +4.6% | -10.4% | -6.6% |
| 3M | +16.7% | +6.9% | +9.8% | +15.3% |
| 6M | -5.2% | +15.8% | -21.0% | -7.9% |
| YTD | -16.0% | +35.2% | -51.2% | -20.7% |
| 1Y | -18.3% | +37.6% | -55.8% | -23.1% |
| 3Y | +9.2% | +72.0% | -62.8% | -2.3% |
| 5Y | -11.6% | +139.0% | -150.5% | -26.0% |
| 10Y | +204.2% | +258.7% | -54.5% | +117.3% |
| All | +6,333.1% | +15,943.7% | -9,610.6% | +1,995.9% |
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