-41.1%
ACN vs OKE
+138.0%
-179.2%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.9% | +2.4% | +3.1% |
| 7D | -1.5% | +1.2% | -2.8% | -1.9% |
| 30D | +2.1% | +4.5% | -2.4% | +0.7% |
| 3M | +11.1% | +9.6% | +1.5% | +8.0% |
| 6M | -6.8% | +15.4% | -22.2% | -11.2% |
| YTD | -30.0% | +36.5% | -66.5% | -36.9% |
| 1Y | -23.1% | +39.0% | -62.1% | -31.1% |
| 3Y | -40.4% | +74.3% | -114.7% | -52.6% |
| All | -41.1% | +138.0% | -179.2% | -58.8% |
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