+123.4%
ADI vs OKE
+72.4%
+51.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +3.9% | +4.6% |
| 7D | +4.6% | +1.2% | +3.3% | +4.2% |
| 30D | -1.2% | +4.5% | -5.7% | -2.4% |
| 3M | -7.8% | +9.6% | -17.4% | -10.6% |
| 6M | +19.3% | +15.4% | +4.0% | +12.4% |
| YTD | +40.9% | +36.5% | +4.5% | +22.6% |
| 1Y | +54.5% | +39.0% | +15.5% | +33.0% |
| 3Y | +123.4% | +74.3% | +49.1% | +75.2% |
| All | +123.4% | +72.4% | +51.1% | +75.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling