-60.9%
ADBE vs OKE
+138.0%
-198.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.9% | +0.4% | +1.1% |
| 7D | -5.4% | +1.2% | -6.6% | -5.7% |
| 30D | -2.5% | +4.5% | -7.0% | -3.7% |
| 3M | +15.3% | +9.6% | +5.7% | +12.2% |
| 6M | -7.8% | +15.4% | -23.2% | -12.0% |
| YTD | -27.9% | +36.5% | -64.4% | -35.0% |
| 1Y | -28.0% | +39.0% | -67.0% | -35.5% |
| 3Y | -55.3% | +74.3% | -129.6% | -64.7% |
| All | -60.9% | +138.0% | -198.9% | -72.8% |
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