-24.5%
ADSK vs OKE
+138.0%
-162.5%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | 0.0% |
| 7D | -2.5% | +1.2% | -3.8% | -3.0% |
| 30D | -14.9% | +4.5% | -19.4% | -16.3% |
| 3M | +3.3% | +9.6% | -6.3% | -0.6% |
| 6M | -15.7% | +15.4% | -31.0% | -20.9% |
| YTD | -28.2% | +36.5% | -64.7% | -37.6% |
| 1Y | -34.5% | +39.0% | -73.5% | -43.7% |
| 3Y | -2.9% | +74.3% | -77.2% | -27.9% |
| All | -24.5% | +138.0% | -162.5% | -51.4% |
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