+20.5%
ADP vs OKE
+43.1%
-22.6%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -3.6% | +6.2% | +2.9% |
| 7D | +6.4% | -5.2% | +11.6% | +6.9% |
| 30D | +16.6% | +1.1% | +15.5% | +16.4% |
| 3M | +12.9% | +2.2% | +10.7% | +12.2% |
| 6M | +45.7% | 0.0% | +45.6% | +45.1% |
| YTD | +20.6% | +26.5% | -5.9% | +20.6% |
| 1Y | +20.5% | +44.6% | -24.1% | +18.8% |
| All | +20.5% | +43.1% | -22.6% | +18.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling