+278.9%
ADP vs OKE
+266.1%
+12.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | 0.0% | +0.7% |
| 7D | -2.8% | +1.2% | -4.0% | -3.1% |
| 30D | +0.2% | +4.5% | -4.2% | -1.0% |
| 3M | +20.5% | +9.6% | +10.9% | +17.4% |
| 6M | +28.8% | +15.4% | +13.4% | +23.4% |
| YTD | +6.6% | +36.5% | -29.8% | -2.6% |
| 1Y | -6.9% | +39.0% | -45.9% | -15.5% |
| 3Y | +16.1% | +74.3% | -58.2% | -2.2% |
| 5Y | +49.3% | +141.2% | -91.9% | +14.1% |
| All | +278.9% | +266.1% | +12.8% | +152.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling