+36,968.5%
ADI vs OKE
+15,943.7%
+21,024.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -1.0% |
| 7D | +1.3% | 0.0% | +1.4% | +1.3% |
| 30D | -6.0% | +4.6% | -10.5% | -7.4% |
| 3M | -7.7% | +6.9% | -14.7% | -10.3% |
| 6M | +14.0% | +15.8% | -1.8% | +7.3% |
| YTD | +34.4% | +35.2% | -0.8% | +19.8% |
| 1Y | +48.0% | +37.6% | +10.4% | +31.0% |
| 3Y | +113.3% | +72.0% | +41.3% | +74.2% |
| 5Y | +131.1% | +139.0% | -7.9% | +67.7% |
| 10Y | +628.7% | +258.7% | +370.0% | +302.2% |
| All | +36,968.5% | +15,943.7% | +21,024.9% | +5,877.1% |
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