+4,623.3%
ADSK vs OKE
+16,094.5%
-11,471.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.6% | +0.1% |
| 7D | -2.5% | +1.2% | -3.8% | -3.0% |
| 30D | -14.9% | +4.5% | -19.4% | -16.2% |
| 3M | +3.3% | +9.6% | -6.3% | -0.2% |
| 6M | -15.7% | +15.4% | -31.0% | -20.4% |
| YTD | -28.2% | +36.5% | -64.7% | -36.4% |
| 1Y | -34.5% | +39.0% | -73.5% | -42.4% |
| 3Y | -2.9% | +74.3% | -77.2% | -22.3% |
| 5Y | -25.3% | +141.2% | -166.5% | -47.0% |
| 10Y | +217.8% | +262.1% | -44.3% | +69.7% |
| All | +4,623.3% | +16,094.5% | -11,471.2% | +754.3% |
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